"DMZ" stands for De-Militarized Zone. By putting your X360 into a DMZ you are granting your X360 unlimited access to the internet.
When you go into your Router, select "APPLICATIONS". Now look to see the IP Address of your X360. Focus on the last three numbers of the IP Address.
Now go to "ADVANCED" and on the left you will see a "TAB" for "DMZ", click on it.
Check the box that says, "Enable DMZ". Now in the "BOX" underneath enter the last three digits of your X360. Reboot the Router and Bingo! You may also need to reboot your X360.
Hope it helps, it worked for me.
" 2nd. means you're 1st. to lose".