My Xbox 360 can't connect with the controller. The controller has a continuous green light circling. When the console is turned on, there is no green light on the ring around the power button for the controller. The CD is playing but cant connect.
It sounds like your controller is not synced with your Xbox. You can find full instructions on how to solve this here: Connect a controller to your Xbox 360.
In short, there's a sync button on the front of the Xbox, and a sync button on the controller. Press the one on the Xbox. Within 20 seconds, press the one on the controller.
Alternatively, you can hook the controller to the Xbox with a power cable, like the one that comes with the play and charge kit. This will sync the controller. It will remain synced if you unplug it.