Although this may work, on a Linksys router you can also just enable UPnP. This will allow your Xbox to port forward through the router as needed although you may need to restart your router.
This provides a little more security because you aren't allowing all ports to your Xbox. Also you are probably using DHCP to obtain your IP address, therefore when your router gives your Xbox a new IP you would need to configure DMZ again with the new IP address.