I have got it linked up by an Ethernet cable to my laptop (Toshiba Equium 7500) which in turn connects to a Belkin 54g wireless router (connected to an NTL provided modem) through my laptop's internal wireless card. I can't connect the Xbox directly into the modem or the router, just not an option, so this seems the best way to do it.
I tried to connect to Live! but got told that the MTU test had 'failed'; basically I don't know what this means or how to fix it. I went looking around online and I found out from the Microsoft site how to change the registry to affect MTU settings, but it hasn't done anything. If anyone could post a guide on how to set up my XBox to the network I would be highly grateful.