Ok thanks

When you say tether you mean directly hook it to the xbox with some sort of cord? Most likely a Ethernet cable or something?
Turn off Wi-Fi power by touching Apps > Settings > Wireless & networks > Wi-Fi.
Touch Apps > Settings > Wireless &networks > Tethering & portable hotspot.
Touch Wi-Fi hotspot to turn on the hotspot.
Touch Portable Wi-Fi hotspot settings to change hotspot security and configuration:
Network SSID – Enter a unique name for your hotspot and touch Next.
Security – Select Open or WPA2 PSK. If you select WPA2 PSK, enter a unique password. Other users can access your Wi-Fi hotspot only if they enter the correct password.
Touch Save when the settings are complete.
Alternatively - if you have no wifi capability on your 360 - plug a usb cable into the phone and plug the other end into your 360 then set the phone to act as a usb modem in the drop down menu ( im using my 4g atrix here so it may be a little different for you)