At the moment you will have to have your Xbox chipped with one of the mods that is available. Doing it this way has other benefits too. To find out more search Video Games and Gaming Hardware with the keyword 'enigmah'. There are other mods but that should find most of the relevant threads.
Alternatively Datel Region X is due to be released on 6/12 allegedly, but they've been promising that since June. That's just a disk-based hack.