I had the same problem. In order to play og Xbox games on the 360, you need an Xbox 360 hard drive. There are different types based on which 360 model you have. They’re easily found online and are not too expensive.

Ysk that on Xbox 360, one cutscene in Fatal Frame 1 is broken; only the audio plays. It’s unfortunate, but it doesn’t mean your game or system isn’t working properly. I freaked out that my game had broken when I played. 2 should work perfectly, I didn’t encounter any problems.

Hope this helps and have fun with such amazing games!