Press the Connect button on your Xbox 360 Controller. It will be in between the charge port and the LB (Left Bumper) button. Once you press it you should see the LED spinning on the Xbox button on your controller and when that happens you are going to need to press the Connect button on your Xbox 360 console located to the right of Memory Unit B immediately after.
Step4
The Xbox 360 console LED should spin for not even a second before the Xbox button LED on both your controller and your console flash and then it will assign you Player 1,2,3, or 4.
Step5
If you were not assigned a player number that most likely means that you took too long to press the connect button the second time and you will just need to repeat the process, but faster.
Step6
Enjoy!
Tips & Warnings
It doesn't really matter which connect button you press first, just remember that you only have a limited amount of time to press both.
If you still can't find the connect button on your controller, I have included a link below to a diagram that shows it.
How to Setup a Xbox 360 Wireless Controller to Your Xbox 360
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