I have a USB device (for windows) which I'd like to get running on my XBox 360.
What do I need to write to get that to work I doubt that all USB devices automagically work with XNA's XInput API. The documentation seems to indicate XInput only supports the gamepad.

Input Devices - XNA only for gamepad?
devstuff
If you want to do that, you will have to engage in an ISV/IHV relationship with the Xbox organization.
XNA was created to help you build games that can run on the Xbox 360, it was not (and never will be) designed to completely open up the Xbox.
Alex2200
Why I want to develop games AND hardware for the 360.
Give us a universal driver then. Something.
Sandy1982