Project Zero 3 isn't on the X-Box - that's playstation (The only one i could find). I'm just grateful that my sister has the Playstation 2 while i have the XBox. You don't have to play all three - but the third one is connected to all of them because of the characters introduced in the first two. The first one and the second one are kinda seperated because they are two different stories and don't really connect to each other.