Hiya, and welcome to Just Answer!
Is the VCR correctly connected to the television? (If using the RF cable, is the TV set to channels 3/4), if using RCA cables(Red/White/Yellow) is the TV set to the correct video input?
If you are using S-Video cables, some TV's/VCR's will differentiate between using composite vs s-video connections also.
Is your VCR set to the video input/aux input channel?
Which cables from the xbox are you using?, also, does your VCR have both front and back aux inputs? I know my vcr does, and it differentiates between the 2, as well as the back one using composite vs. s-video. Also, what kind of picture (if any) are you getting on your TV? One other thing, does your VCR have a TV/VCR button or setting, depending on the VCR, when the tapes are playing it automatically sets it to VCR mode, but when not playing a tape, it just passes through the RF signals unless you specifilly tell it VCR/VIDEO mode vs the TV mode
What is the make and model of your VCR?
Also, does your TV have video inputs? (The red/white/yellow connections)?
Okay, there might still be either a switch or other setting on your unit to accept input from the aux connectors that might not be set. Another option you might want to consider is to purchase the RF adapter for the X-Box, which will send the signal through the coax cable instead. Here is a link for one on ebay, but you should be able to get them from any of the local game stores also. http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=8274983034&category=20385