Instructions
Turn on your Xbox 360. Press the big, green power button on the console.
Navigate the menu to "My Xbox" and move to the right once to select your avatar. Press the "A" button on your joypad.
Press "A" on your controller to activate the "Join Xbox Live" menu option.
Follow the instructions as indicated on-screen. This includes choosing a nickname or "gamertag", your membership type, providing your email and establishing a password. Completing this process opens the Game Marketplace and, in turn, XBLA.