timmcat,
The port forwarding issue you quoted is just to bypass the firewall on the router. Since you dont have a router, you shouldn't need to do that. If you have a software firewall turned on (norton, zone alarm, windows firewall) you may need to prompt it to forward those ports, or disable it, but I wouldn't worry too much about step 3
Good idea that (bridging), I wish I'd thought of it at the time, would have saved me plenty of hassle
Slightly ironic that MS doesn't support wireless for xbox, but will happily flog you a wireless adapter for it. C'est la capitalism
Good luck!