I've just downloaded the Elgato Game Capture HD and I'm wondering what cable do I need to connect my Windows to my Xbox 360 to start recording?
I have checked the official website and found that you also need the device along with the software, because one without the each other makes it useless. You need a HDMI cable to connect from the XBOX 360 to the device in the HDMI IN port and then use HDMI OUT to TV while the device is also attached to PC through USB.
You can find additional information on the following page: https://www.elgato.com/en/gaming/gamecapture-hd