"Built with (MS) XDK" or "Built with (MS) SDK"
What does it mean ?

It means the software you are trying to download has been compiled with the official Microsoft® SDK (System Development Kit) for Xbox.
This compiler is only available to Microsoft approved programmers and can not be used to build 'homebrew software'.
That's what makes the software you want to download 'illegal' (not in our eyes - as the software itself has completely been written by the programmer - but in the eyes of the law it is illegal).
You can often find these programs on irc channels or newsgroups - we can't help you to find them , so please don't mail us about it.