Port forwarding

Different games require different ports. If you check out www.portforward.com it can step you through what ports are required for certain titles/systems, and how to edit those into your router. In some cases it can be easier to set a static IP address on your system and place that address in a DMZ, there is information on that site to do that as well. I had to DMZ my 360 to get NAT to show as open.
 
you need to forward your required ports "chk the game site for information about ports" in the router you're using/connected with ur console, the router allows TCP and UDP ports, there are lot of models to specify how to forward it.

whats your router name/model?