Scart-to-phono leads (and adapters) can be wired for data passing in just one direction, or in both. The chances are that your Xbox thingy is only wired for the 'wrong' direction.
Look around 'pound shops', 'discount stores' and similar places for a suitable lead. (It will probably have an In/Out switch on the Scart plug). You can pick the leads up cheaply if you go to the right places but some shops want 'silly money' for them. (When I checked in Curry's, for example, their cheapest offering was £19.99. I went to Tesco and bought a similar lead for under £2 but, regrettably, Tesco are now no longer as cheap as they used to be).
Chris