Not quite sure what you mean but you can download XBLA titles and full retail releases (Games on Demand) from the Marketplace.
You can also install your games to the consoles hard drive (or any sufficiently large enough memory device) by going to the My Xbox channel with the game inserted and pressing Y. On this screen you'll have the option to install it.
Once done you'll still need to have the disc inserted but it'll only spin once when you start the game.
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