I am assuming you are referring to playing original Xbox games on your new 360. Halo was the only game from the box that you can play directly without needing to download the patch to play but supposed newer systems have the capability to play more directly out of the box.
Other backwards compatable games can be played but you will need a samll patch for each game. The game if playable will automatically attepmt to download the patch from xbox live. So you will need to have your Xbox 360 conected to live or have a patch disk. (which is available via the Xbox Magazine disk or can be downloaded online and burned to a disk)
Here is a link for Xbox games that are playable on the 360: http://en.wikipedia.org/wiki/List_of_Xbox_games_compatible_with_Xbox_360
"You can play some original Xbox games on your Xbox 360 console, if you have an Xbox 360 Hard Drive and the latest console software.
Information about how to update your console software is available on our Xbox support website: