What does it mean when in Gears of War 2 it says you have a strict firewall

The restriction has something to do with your router settings. If you go to blade Network settings (on your Xbox 360) and go to Network settings, then to Text Xbox Live Connection, it will probably say your NAT is Strict; you have to do some port forwarding on your router for the Xbox 360. First of all, find out what your Xbox's IP address is (you'll see it on the blade Network settings as well). Then on your computer, go to the router settings in your web browser For most routers this is something like http://192.168.1.1 or http://192.168.2.1. The default username is usually admin and the password is password, but again, you have to find out for yourself. When you enter the settings, use your administration panel to enter NAT and then Virtual server. The ports you have to open for Xbox Live are 88 UDP, 3074 UDP, 3074 TCP. Be sure to apply this only for the IP address of your Xbox 360, not for your computer. Here you go, your firewall restriction message from GOW2 multiplayer is gone. You can run Text Xbox Live Connection again; it should say the NAT is open now.
Note: Some modems or router already have the ports open so you won't have to worry about this.