Xbox on PC and XBE files

Hello,
Feeling a strong urge to try Halo, the first one, on Xbox again, I first used the Xbox (not chipped, not modified in any way) to play this great game.

But problem, the FPS with the controller, I can’t. Really. It’s far too imprecise as control, and that’s a shame since, personally, it spoils my entire gaming pleasure.

So I had the idea to use an Xbox emulator on my PC, more than powerful enough to emulate a first-generation Xbox, and I came across Cxbx.

Unfortunately, I can’t find a way to get it to work, and it seems that this emulator is of solid quality.

I put my DVD (original, I’m not talking about moralizers) in my DVD player, which is recognized in quotes by Windows since it doesn’t use a “stupid” format, like Wii.
I open Cxbx, configure the controller to use keyboard and mouse instead of the pad, that part goes fine.

However, when I try to launch the game, the emulator doesn’t offer me to use my DVD drive as the source, but XBE files.

I’ve looked around, I can’t find a way to create this kind of files, which apparently is a shortcut file; what I read on forums says “simply” that the file in question is found in the downloaded image, which isn’t the case for me, since my DVD is as authentic as it gets.
And besides that, I can’t find anything else.

In desperate need, I’m asking for your help if you happen to have any knowledge on the subject.

Thanks in advance!

Configuration: Windows 7 / Internet Explorer 8.0