The easiest way to connect to Xbox Live without using your pc is to buy a
wireless network adapter for your Xbox.
You would then go into the system settings on the Xbox and configure the settings for your wireless network.
http://www.xbox.com/en-US/hardware/x/xbox360wirelessnetadapter/
Xbox 360 - direct to internet - No PC.
What do you mean?
Do you mean which is better, using the wireless or using ethernet?
because other than than that all you would have to do is connect it to your router
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