Fndr, when I did my network test my NAT came back as strict as well. Through a lot of pain and time, I finally got it set to open.
Try this.
Start>Run, in the field type in 'cmd' minus the apostraphes. This should bring a dos command box up, in it type 'ipconfig /all' again minus apostraphes.
This should list a series of ip adresses, and gateways. Take the net gateway, iirc, and type it into your internet browser. It should open router settings. You'll probably also need to find out your 360s ip address somehow. I found mine through the router settings. Actually, it was through my modem settings. The number I used looked something like this 198.162.1.xxx and then I chose my firewall/protection tab and selected the NAT/Gaming section and chose Xbox Live from a drop tab list. I then chose my 360s ip addy and saved settings. Went back to the 360 and ran the test again and got NAT open results.
Also, it should be noted that this was on AT&T dsl with a Belkin Wireless G Router, so it may be totally different for another type of connection..