Video capture from Console?

Depends on what the video in on the capture card is. The age of your XB360 means it will not have HDMI, so component or composite or VGA I suppose.

What cable for out do you have on the 360 and what socket in do you have on the capture card?
 
A lot of the older (and cheaper) cards take an s-video connection. You'd have to get a scart-svideo converter as well if you don't want to spend too much.
 
I do it by connecting my PS3 to the TV via my DVD recorder, recording on to DVD and then copying that to my PC. Probably not the best way to do it, admittedly. But I know sod all about video cards.
 
I get my phone out and record it, then use bluetooth to send it to my computer.