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Where can I find NAT?

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I didn't think of it until I was going to sleep, but that wireless controller is communicating with a wireless router in order to reach XBOX Live. That wireless router will also have the ability to do Network Address Translation (NAT).

In short, on your very simple network, there are three places where Network Address Translation could be an issue:
1. on the firewall settings for the ethernet port. (Not likely, but possible)
2. on the firewall settings for the wireless controller port. (somewhat possible)
3. on the wireless router that you did not mention, but which is certainly there (most likely)

There is also one other strong possibility. You don't have a problem with Network Address Translation at all. The ports you need might just be blocked by the firewalls at the three places listed above. That is probably the most likely scenario.

This is not a hard problem to fix, but you need somebody who understands networks and firewalls. It is also easier if they have access to your computer.