The action replay for the xbox is simply a memory card reader. You can however make an adapter that works with some USB sticks (those built to the official spec rather than a "compatible" one). All you have to do is get a USB extension (actually all you need is a female USB socket but you might as well have the option of using an xbox pad on the PC) and solder like coloured wires (red to red, black to black....). The xbox pad has a yellow wire but you simply leave that.
If you can find someone with a modded xbox and a memory card that will also work.
This allows you to copy a save to the xbox to use in a soft mod which involves one of three games: Mech assault, Splintercell 1, or 007 Agent Under Fire. I would suggest splinter cell as you then do not have to worry about versions and it is a bit easier to find.
You copy the save (remember it is two files), try to load the save game which triggers the softmod setup. After this you will have a custom dashboard which I suggest you replace with xbox media center aka xbmc (it is too big to fit on a memory card so you can not install it right off the bat.
The other option is you open the xbox up and use the so called hotswap technique:
http://www.xbox-linux.org/wiki/Hard_Disk_Hotswap_HOWTO
This method has the advantage of being possible without extra games/hardware.
There are many threads discussing it in the xbox section but I suggest you grab a program called autoinstaller deluxe aka AID as it has all the stuff you will need.
Also make sure to read this article:
http://www.xbox-linux.org/wiki/Xbox_Linux_...D_Burning_HOWTO