Start up a normal local game with another controller or a game over LIVE. There are a total of 42 spaces that both players have to fill without managing to get a Connect 4 or higher.
To do this have one player fill the first three slots (on the left) on the bottom with the same color; have the other player lay their chips on top; repeat this until you reach the top. There should be four open columns to the right; use the three columns furthest to the right and repeat what you just did.
Eventually there will be just a center column to fill. Make sure you alternate opposite colors in this column so you don't get a Connect 4.