well are u trying to do it on your xbox? or a pc,
if its a pc, there are better forums than this for that,
and if its your xbox, then first check if its somehow connected to a network or to a modem.
if its connected to a router, then u need to make sure the router is also connected to your modem, and that its all on, and if xdsl still doesnt work, then its something else because it works 'right out of the box', otherwise if u dont have a router, connect to the internet then plug the ethernet into the back of ur box, and it should work, ive never done it that way, and i havent even tried sxb, but go with xdsl, tis definitley easy to get goin