Do have your normal xbox dashboard or are you running EvolutionX? If you do not have EvoX running on your XBOX you are going to have to download it from somehere, probably IRC. There are some good tutorials on the web on how to do this. Once you have that done you can do the following to backup a game.
On your evoX dashboard look at the IP address. Then go download FlashFXP from
www.download.com and install it onto your PC and then goto quick connect. Type in the IP address, the username: xbox, and the password: (should be) xbox. Once you do this you should see a bunch of folders in the window which corespond with the drive letters on the xbox's hard drive. The folder marked "D" is your DVD-ROM folder and contain all the game files.
Transfer all of those files over to your PC by selecting all the files and draging them over to the window on the opposite side.
After all the files have been transfered you have two options.
If you have a fairly new bios, the data burn method should most always work.
To do this you will need a program like RecordNow MAX and a DVD-R burner. Basically, burn all the files you have extracted from your DVD via FlashFXP and burn them onto a DVD-R.
The other option is to find a program like xISO or simpleISO and create an XBOX iso file and burn that onto a DVD-R.
Good luck.