Most linksys you can get into via a web interface to add firewall exceptions. If you open up a command prompt (start -> run -> cmd) and type ipconfig, you'll get your default gateway, which should be your router - go to that address in a web browser (
http://192.168.1.1). Depending on the router you should be able to put your 360 in a "DMZ" or allow all traffic to flow to and from it.