Ok, I was about to ask if you were playing on a 360 or old Xbox, but I saw you're on a 360, so here we go.
Do you have the core version or the other models with built in hard drives? I believe you need a hard drive to play the old Xbox games, because they don't work on the Core system.
Now, all you have to do is clear your game/system cache. Either hold A as it loads, or do
http://news.teamxbox.com/xbox/11131/Xbox-360-Cache-Clear-Code-Revealed/
Hope that helps!