How do I make it so my Xbox will go straight into UnleashX while a disc is in the disc drive? I can't make it go to the dashboard no matter what settings I use.

You can't.

At least not without compromising the most vital backdoor on your Xbox - the ability to boot from the DVD drive if everything else goes wrong.... and even then you can only do it on chipped/flashed Xboxes.

If you have a modchip/hardmod you could customize your modded bios to look for the dash on the harddrive first, DVD second, or even change the DVD xbe to something other than default.xbe (rescue.xbe for example). With a softmod, it's not possible.