Crimson Skies is a great game and was made for the original Xbox. You say it appears on your hard drive but is it an external drive? USB? 4gb internal? Where did you purchase the drive?
Only an official Xbox hard drive can be used on Xbox Original games. Anything else or if it's a 3rd party drive (usually purchased from an online retailer such as ebay, etc) will not allow the game to play.
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