I would have thought the same as MatTheCat, but again, I'm a PS3 man.
Gazzaw23, if the Xbox has a USB 2.0 slot then all you need is a USB stick which can be bought for about £20. Just download the file to your PC, copy & paste them onto your USB stick, insert it into the USB Slot & presumealy just copy the files onto your HDD, dunno if that's how it works on Xbox 360.
PS - This should be posted on the the "PES 2009 Editing" forum, shouldn't it?