Any idea how to change your NAT setting?

A reason why u want to do this might have helped :)

If your 360 isnt connecting properly try setting it as the DMZ in your network then give it a go?

EDIT EDIT EDIT!!!!!

Dont do that, instead try this solution i found:

I have an XBox 360 and was connecting to XBox Live throught a netgear WGT624. I found the only way to have my NAT as open is to make sure DHCP is enabled in the router and make sure the 360 does NOT have a static IP. I cleared all the LIVE ports i was told to forward and don't have the 360 IP in the DMZ (the 360's IP is now set as dynamic and not static). Finally make sure UPnP is enabled and reboot the router. Works fine now and have no restrictions on using XBox Live. :)

I know this is contrary to the advice on most other posts but it doesn't surprise me with that this router would act a little differently as i've been having all sorts of weird problems and gliches.

Hope that's of use to someone.