I do. 'What you need' depends on what you already have. How do you get on the internet now? Does the phone line plug straight into your computer, or does it go to another box outside of the computer?

Here's the bare bones of what I have that you need to get on for a 360:

External DSL Modem-and-Router with 4 ports
1 Ethernet cable for the Xbox 360

If your modem is external, and has extra ethernet ports on it, then you have a modem-and-router. If not, you should get a router. If your modem is internal, I'm not 100% sure how to get it to work.