It's a game from Windows, That allows you to change the gamertag of an account, without actually downloading the account to your console. A highly beneficial game, if you buy an account and you're uneasy if the guy will call in the account.
Download it from your computer. Its a computer game. Its free last time i checked. Most people use it to change thier bio, motto etc when thier account gets banned so it doesnt say "code of conduct" all over.