How to Install games onto your XBox 360 hard drive (HDD)

When Microsoft came out with it's big XBox 360 firmware update at the beginning of last year, one of the cool abilities that they added to the console is the ability to install games directly to the hard drive. This will make your games load much faster and improve your gameplay experience. If you're lucky enough to have a big hard drive on your XBox 360, you should really do this to you whole library.