You use 'an' if it starts with a vowel sound. It doesn't matter if it actually starts with a consonant or vowel, the sound is what we go by. So you'd say an Xbox since it sounds like exbox.
I like Stein and his sense of humour, but I'm not sure about this one. It's almost as if he is not exactly happy about xbox going 3rd party and is being sarcastic after eating too much cheese at night.