check the tutorial:
http://www.xbox-scene.com/articles/evox-install.php
and before burning evox on a CD-RW(!) you have to make an Xbox ISO file (with XISO) !!!
If your xbox can't read it: make the image with a dummy file, just create the iso with the fake file in the same directory, so it joins into the iso. Make sure it is like 300mb+.
If you dunny how to make a dummy file, just add in an extra folder in the same directory as evoX. Name it whatever you want. Then put a bunch of random large files in it. Create the iso and burn.
If you have problems connecting to your computer: check if you use a crossover cable (if you have no hub/router) and also your Xbox must be connected to a TV at the same time!
Hope it helps you,
beertje