Ok, the xbox live is at maintenance right now, so I'll reply again only tomorrow, when the service is back online.
As for the configurations, on my router, you cannot select TCP or UDP (don't think it'll be a problem).
And, with this configurations on, I'll have to delete my Virtual Server, because I cannot type a port on the virtual server and the same one in authorised applications. But I'll test them both tomorrow (have not tested yet the ports 53,88,3074 with DMZ off).
And, just to add, on the Xbox, the only thing you can configurate is the basic: IP, mask, gateway and DNS.
I'll be back tomorrow.
Thank you very much for the help.