New xbox 360...playing downloaded games

Just got my first xbox ever, 360s with kinect.

What I'm wondering, is how I play games that I've downloaded?

I've read about softmods, and jtags etc etc I understand it all, but most posts/guides are outdated, and I know there are newer methods.

I'm also curious as to how you can play copied games without getting banned from live.

Is it worth it? Or am I just putting my families xbox at risk?

Thx I know I have alot of questions...any input will be highly appreciated.

Pretty sure you have to "jailbreak" your xbox. I wouldn't recommend doing it unless you have done things like this before. You can get an insta ban on your xbox serial # and wont be able to play online if you do something wrong.