Before starting you will want to make sure you're using a wired connection and that the cord is not longer that about 50 feet. Here are the port numbers that may be used by the XBOX 360 (it's nearly the entire range):
TCP 1024 - 65535
UDP 50000 - 65535
*Your router may require that you use a PC to configure your network settings.
If you've got a new router and need a little guide you may want to head over to your ISP's website to see if there's a manual or walkthough. If that's not available you may want to head over to PortForward.com where you can find your specific model and get started. If you want you can even give our technical support a contact at the Square Enix Support Center for further assistance.