Hi christian,have you tried connecting xbox to another pc or laptop?Maybe connecting straight to router is the problem?
You should use an XBOX wireless adaptor?
Xbox.com | Xbox 360 - Xbox 360? Wireless Networking Adapter
I think you should read this on cables and connections also
Xbox.com | Connect to Xbox Live - Glossary
To connect XBOX to router.
You need 3 eithernet cables.
First eithernet cable goes from modem to wirless router.
Second goes from wirless router to back of PC as in normal router and modem connections.
Third eithernet cable goes from a numbered port on back of router ports numbered 1,2,3,4,However if another pc is cable connected to numbered port 1 and number 2 is empty then connect XBOX to number 2 port.
If number 2 port has a cable connected pc then connect XBOX to number 3 port.
Have you done this?Or did you connect XBOX to wan/lan ports?
So then if you have done the connections correctly as I have stated then you should reboot modem and wireless router and the connection of XBOX should be picked up.
Also XBOX must be allowed to connect to internet by allowing this through the firewall.
Then use XBOX dashboard to finish setup.
Or your router is not connected or setup properly.