There have been reports of difficulties connecting to Arena multiplayer games. The user will see a message that says unable to connect to game before being dropped back to the menu. This happens when the Xbox 360 is behind a router and the necessary ports are not being forwarded. AD found us instructions for identifying and fixing this issue. The whole process should only take a few minutes.
To find out if you're affected, turn on your Xbox 360 and load up the Dashboard. Navigate to the System blade, select Network Settings and test your Xbox Live Connection. Some of the steps can take a few seconds to complete. The results are meant to look like this:
IP Address: Confirmed
Xbox Live: Connected
The NAT item is especially important. If this says RESTRICTED or MODERATE instead of OPEN, you will need to configure your router and Xbox for online gaming. Tom McCann's website has easy to follow, illustrated instructions for D-Link and Linksys devices and walks you through all the steps on the Xbox. In addition to all that, Frosty had to disable the UPNP option to get everything working right. If you own a different brand router, the process should be very similar. You can also ask other Wingnuts for help on our Forums.
If your NAT is open you should have less trouble connecting to games. However, if another user in the game has a restricted NAT, you may not be able to connect all the same.