Shit of the Shitty, Shit Routers

Give your Xbox a static IP and set it up as the DMZ host

When when you go into a router, you have two networks - the external one (i.e., the Internet) and your internal network (your computer, your router, your xbox etc). If Xbox Live wants to send data to your Xbox, it has to rely on the router to figure out where to forward the traffic to. This is where Network Address Translation, or NAT, comes into play.

By putting your machine as the default DMZ host, you have a fallback - if the router doesn't know where to send the data (which can happen for a number of reasons), it sends it to the DMZ host. By default, this is the router - so if it doesn't know where to send the data, it basically eats it.