so you're looking to pirate games on xbox 360, and use your usb thumbdrive as a storage device to store your pirated games?
it's possible. but this thread will get locked anyway and no-one will help you since piracy is not allowed here. you'd know if you had bothered reading forum rules
also why don't you use Google? a 1 minute search would've get you the result you wanted
he didnt mention a thumb drive he said mp3 which wont work but im guessing as its not a storage device its a media player is there one even big enough to hold a iso image of a 360 game