I can be in FIFA 09 and get a message inviting you into a Vegas 2 session. You'd press the XBox Guide button (equivalent of the PS button) and when you click the message, it'll have a box which would load up Vegas 2 and take you straight into the Vegas session.
This works for any game, regardless of whether the game has the feature or not. Makes it a lot easier to join friends' games.
It's just a lot easier as on the PS3 now, you get a message and you have to load that game up, then search for their game and join it manually. The 360 enables you to just press to join a friends game and you only have to change disc. It also allows you to see if someone is in an open multiplayer game, and if they are then you can join their game without an invite anyway. The PS3 requires you to have to have an invite or search out your friends game session.
That is good but not a big issue for me personally. I can live without it as I don't know what I'm missing anyway having never used it.
Thanks for explanation though Snatch.