There isn't really a button for it... This is how you do it.
Start the program on the PC.
Log in if you haven't.
Go to the Arena Mode (the world icon up at the top)
Choose Xbox console (click the right arrow -->)
Choose First Person Shooters (click the right arrow -->)
Choose your game (I'll do Halo 2 for an example) (click the right arrow -->)
Choose the county area (I choose Americas) (click the right arrow -->)
Choose a game that doesn't have a lock on it, and if it has a set number of people, it will say Private Arena with #/# users. Don't even bother going into ones that say 4/4 or 8/8 cuz that means they are full.
Once you are in a game, you will see their usernames, and someone's will say "host" and a lot of other people's will say "busy". You will see their ping time show up once it connects.
At this time, you should already have Halo 2 started (you can start it any time before all this), just go to System Link on the main menu, and press A to join in (any one else that wants to join on ur xbox can). Now you will see "Create a Game" or another game, which is the one that the people are playing in.
If you don't see the game on the System Link screen, then the computer can't send info to your xbox. You may have firewall problems.
I hope this helps.