I think (so long as you have not been on 360 with your account before) you just select your account on the PoL Login, while logged in with your Gamertag, then it will show you a 'Link' Screen for your PoL ID.

Once you get the prompt to link your account, you have to hold a Key down on the Controller or the Keyboard, to acknowledge the linking of your PoL ID to your Live ID. This is mainly for the Achievements, since I cannot think of any other reason to One-Time bind an account to your Live one.

If you have already registered your account to another Live account, I think you may need to call SE, verify your Info, and have them Link your Current Live Gamertag.

I have never had to relink my ID on 360, the the last part is speculation and what I think to have seen someone else mention on these boards.

GL on fixing up your Login.