Yes, but not directly. You need to FTP into your Xbox (a modded xbox with a dashboard such as Evox, Avalaunch, etc) and then FTP the files over to your pc hard drive. Then, you need to make the files into a ISO using GDFIMAGE (most preferred) or Qwix, xiso, or Craxtion. Then you can burn the ISO to DVD using Nero or DVD Decrypter. Make sure your Xbox likes the kind of media your burning it to. If it doesn't like it, there's nothing you can do about it.
I've got mod xbox ,using evo-x(bios)...what programmes do i need on my pc. And do i connect the xbox to pc using the network card.
yes! use network card and crossover cable. U can use craxtion 4.0 to do the rest and any burning app that supports image files. Just enter your xbox IP into craxtion. There's plenty of guides and threads to check on or "google" your request.