Airport Express and Xbox live (Does it work?)

After searching all over the web and trying several different methods I am unable to get xbox live working properly with my airport express. For some reason when data is inputted correctly the correct ports will not open up to allow a full connection. Does anyone know if this is hopeless? Has anyone had success in opening NAT? Any input is greatly appreciated. I just thought I would check before I go out and buy another router. Thanks in advance.

Note: I can access live for updates but I cannot play online and I am using snow leopard with airport utility.