Figured I'd add a picture to make is easier to follow:
If you need to sync a second controller to your Xbox (cAtDaFeLiX's suggestion) press the
connect button on top of the controller, and the same button on the front of your 360 (below/beside the memory card slots). If you need to sign in to a second profile before you can play Kane & Lynch (Norrec's suggestion) press the
Xbox Guide button. But you may need to create the profile first if you don't already have one.