Easy! Turn on your Xbox without any game in the drive. Then click on MUSIC. Then click on AUDIO CD. If you want to copy the whole CD, click on COPY, then SELECT ALL, then COPY. Or click on SELECT for each of the individual songs you want copied, then click on COPY. You'll be asked to "type" the name of the soundtrack, then click on DONE, and the Xbox will copy your CD to the Xbox. Repeat the process for each CD that you want to copy. You can copy each CD to its own soundtrack (my preference, so you can find individual albums by individual artists later, but more work to "type" the name of each CD into the Xbox), or you can copy everything into one big honking soundtrack. When you play GTA, tune to the radio station called USER TRACK PLAYER. GTA will play all your songs from all your soundtracks at random, even insert funny radio commercials in between songs to make it seem like you're listening to the radio in the car you just stole :-) I've copied all my favorite songs from my CD collection to my Xbox. Sometimes I'll load GTA, steal a car, and then go about my real day and just let all my favorite music play in the background as if I was listening to the radio!

Turn the xbox on, take any game out (if any in the drive), put in a music cd, select the songs you want, copy them to the xbox hard drive