You must have the XNA Indie Player Title Update installed on your console to enable the execution of indie titles.
Since the Xbox Live Indie Games marketplace was discontinued, these titles are no longer purchasable through official channels. To play on a modded console (JTAG or RGH): SpaceCombat [Indie] [Jtag/RGH]
Tools like XM360 are commonly used on JTAG/RGH systems to "unlock" indie and arcade files, converting them from trial versions to full versions. You must have the XNA Indie Player Title