This is what your Network Status should look like. The red boxes are obviously where I covered my IP etc etc. To reach this screen you need to do the following:
1: Hit Home on the keyboard or the Guide button on your 360 controller.
2: Navigate to: Settings on the far right.
3: Then navigate to Network Information to see the info below.
For UPnP to function properly on Vista you must have both the SSDP Discovery Service & UPnP Device Host Service started and set to auto (many PC gamers disable them for some reason but it controls the port forwarding on Vista so you cannot port forward if its disabled!!).
Then you
may also need to have the following ports forwarded for GFWL to function fully and also ensure that your Firewall allows both the game.exe & GFWL through it.
Again, many EU ISP's have very strict settings which prevent GFWL from functioning properly.
TCP 80
UDP 88
UDP 3074
TCP 3074
UDP 53
TCP 53
http://support.microsoft.com/default.aspx/kb/908874
http://www.microsoft.com/games/en-gb/support/pages/default.aspx
The reason for this is that certain routers & or ISP's disable some if not all of them unless you manually add the entries. PC gamers blame MS for everything and say GFWL is crap (its not crap at all) etc etc but the truth is that most EU ISP's keep resetting forwarded port's & or have router firewall's which prevent GFWL from functioning properly. This is all childs play and takes a few moments to setup anyone can ask me if they have any issues I do not mind helping but this should sort you out otherwise ask away here!
1 major reason why you should persevere is that even though Fallout3 is only a SP game and only uses GFWL for achievements & DLC there are many other PC games which use a lot more of GFWL functionality so when you setup your PC for GFWL once and get it working properly your set to enjoy the other features which upcoming major PC games like DIRT2 (due next month & Bioshock2 due in Feb 2010) will utilise. Right now there are several PC games which use the MP components of GFWL & or other features like co-op or free cross platform play vs X360 players:
Gears Of War (PC is the best version and MP is still pretty active)
Lost Planet Extreme Colonies Edition (free cross platform play versus X360 players and always plenty of MP opponents)
Halo2 (best version although its now very dated but MP is very active and still fun to play)
Street Fighter 4 (You can buy all the DLC via GFWL)
Battlestations Pacific (You can buy all the DLC via GFWL)
Grand Theft Auto 4
DOW2
Red Faction Guerilla
And about another 17 GFWL titles with many more due next year:
http://www.microsoft.com/games/en-US/Live/Pages/catalog.aspx