I've bought skyrim on xbox live, downloaded and installed on my pen drive (my xbox is the 4gb edition) I've got some really bad textures, whats the cause of that ? the pen drive or the game is broken?

Not positive but most likely is because of the lack of a real HDD - the 4GB. units do not actually have a HDD in them and instead use slower flash memory - so larger games will have problems transferring information to and from memory in the time they are needed for display in game which causes these type of display errors. It might help if you get a faster pen drive so the information gets transferred faster but will probably still run into the problems. Best fix would be to get a HDD and install it.