1. Go to your router or modem's web page. to get there for an actiontec modem you type 192.168.0.1 into the address bar onto your modem. (linksys router you type 192.168.1.1)
2. Go into advanced settings to DMZ Hosting, and type the ip address of your console or computer that you want to open.
Once your console is DMZ Hosted, you will be able to host games, and it might even lower you ping a few ms.