then you may need to open certain application ports for your XBOX in the router. You may check this link from Microsoft http://support.microsoft.com/kb/908874 that talks about NAT firewall and XBOXlive. Hope this helps! more...
ask for additional help on the specific ports to be used. http://search.msn.com/results.aspx?q=how+to+configure+firewall+for+xbox+live&go=&form=QBRE more...