Erm, that Get Firefox! link is in my sig. That has nothing to do with the topic. But, it's much better than internet explorer, so stick with it!
Anyway, to play copied games you must have a modchip in your PS2 and in your XBox. I'm no expert on them, so I'll let someone recommend you one. PS2 games are pretty straight forward to copy on a PC. However to copy an XBox game, you must read it first in the PC and then in the XBox and merge them or something (again, not my field of knowledge).