Don't worry, the next version will be compatible with Xbox and Playstation 3. </ironic>
Endian firewall is not a basic firewall for the average internet user. It's intended to be a mid-class firewall appliance.
Therefore it is supposed to have minimal knowledge of routing and general networking to setup a firewall of this kind.
Xbox live is a service that should use some ports, and define outgoing rules on the firewall to allow that service:
http://support.microsoft.com/kb/908874If that info is not enough for you, I'm afraid you must learn a lot of things before been able to manage EFW (or any other decent firewall) succesfully.
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