You need to make sure you have the latest Xbox Live update on your Xbox 360. Then, just plug in your USB flash drive or external hard drive!
Please refer to Rockstar Games Support for further information.
With Xbox Live, when you sign in using your Gamertag, you are automatically notified of any new updates. How do you update your Xbox 360 without an Internet connection or a very slow Internet connection?
There are two ways to do this: either copy the update to a USB flash drive or download the update to your computer and then update your Xbox 360 console.
Save it to your desktop to make it easier to find later.4. Unzip the downloaded update file by double-clicking the folder.
Unzip the file by double-clicking it, and copy the contents of the file to your USB flash drive.5. Browse to the Xbox Live system download page by following the "Download System Updates" link in Resources.2. Copy the contents of the folder to the CD drive (you can do so by dragging the folders to the disc in "My Computer") and burn the files to your disc.5.