Make sure you have an “OPEN” NAT settings set via your routers control panel. Check your NAT status in the Xbox system connections menu.
http://support.xbox.com/support/en/us/xbox360/kb.aspx?ID=908874&lcid=1033&category=live
http://www.paraesthesia.com/archive/2007/12/29/xbox-360-nat-configuration.aspx
