Microsoft's Xbox 360 allows users to go online through Xbox Live to play online with other gamers from around the world and also download videos, music, video games, and system updates. A recent update allows users to use USB memory devices to save Xbox 360 content, such as Xbox 360 video games. By configuring a USB memory device, a user can download an Xbox 360 video game from the Xbox Live Marketplace for $19.99 or $29.99, and save it to the USB memory device to play on their system, or any other Xbox 360. Select the 'Memory' option.