What HW version is your router?
What FW version is currently loaded?
What ISP Service do you have? Cable or DSL?
What ISP Modem do you have? Stand Alone or built in router?
What ISP Modem make and model do you have?
Ensure DNS IP addresses are being filled in under Setup/Internet/Manual?
Turn off QoS options.
Turn off Advanced DNS Services if you have this option.
Turn on DNS Relay under Setup/Networking.
Setup DHCP reserved IP addresses for all devices on the router.
Ensure devices are set to auto obtain an IP address.
Set Firewall settings to Endpoint Independent for TCP and UDP.
Check out the DGL-4500 forum for XBL game setup. Has DIR router setup as well.
http://forums.dlink.com/index.php?board=144.0Let us know how it goes and if you need more help.