Believe you can use flashfxp to copy them directly to your harddrive, but i think with xbox hd it comes with you only have 2 gigs on the right partition to put the games, and the games are anywhere from 600-1.4 gigs usually, so with regular xbox drive thats not many games....I could be wrong on the 2 gigs for the partition though;) either way its not many games you can store on the hd....
