I'm here to tell you, if this isn't for back up purposes then it's illegal.
However, a good burning software is Popcorn or Toast but I can tell you that burning X360 games are difficult and not to mention that your X360 probably won't accept the CD onto XBL or even read it.
Don't do it, buy the game instead. You're not buying photoshop, games are 60$, it's pretty cheap.