From bethesda's website
Q: Between Disc 1 and 2 of RAGE, Im kicked back to the Xbox Dashboard.
A: This can happen if you are swapping to or from a disc that is installed on the 360 HDD. If it happens, start the game back up with the next disc inserted and resume playing. Youll pick up at a new autosave created before the disc swap. *Minor issue with disc swapping on 360 – only if the content is installed to the HDD.*