Why all the hullaballo about active download? Simply put, it improves the downloading "experience," or in other words makes it easier and faster. Benefits of active download include: will let you do lots of fancy things, like:

• Each item that you download is downloaded separately in the background. This lets you continue to use the console while you download an item.
• You can stream music, play DVDs or CDs, play arcade titles, and play games while you download an item from the marketplace.
• If you start to play an online game, the download is automatically paused while you play the game to help prevent game lag because of network congestion. This helps you receive the best online gaming experience that the network can provide.
• All downloads are associated with your profile. If a download is paused or if the download is interrupted, the download will resume the next time that you connect to Xbox Live.
• You can add items to the active downloads list at any time by selecting more items from the marketplace.

Your XBox 360 will message you when the download starts and when it's finished. When you consider that Live Anywhere will connect your 360 activity to your PC and your phone, that means you can start something downloading, then go about your business without having to constantly head back into the living room to see if it's done.