Why Won't My Xbox Rockband 2 Downloaded Songs Work?

My band teacher is letting us play Rockband at school because we are done with all of our concerts. We were all exited to play, and I had alot of exported and downloaded songs. None of them would work. It would give us an error message. One of my friends suggested that it had to connect with the server (Xbox Live) to be able to play the songs. If this is true, is there any other way to be able to play my downloaded songs without having a connection set up? If this is not true, what do you think is the problem. I was even logged on as myself which was the account that I bought the songs on.

Thanks

Suggestion:

If you use your own hard drive but a different 360 then you have to be connected to Xbox Live and signed in, but if you play on your own 360 then they should work fine without being connected to Xbox Live as mine do.