Router MTU setting issue?

Hi I recently bought an xbox 360 and also bought Live, but it is asking for my mtu level for my router to be set higher. I have a BEC Technologies DSL router model BEC 7800gt. I have looked everywhere on this router to change my mtu. I'm not sure if I missed something, or it is not possible to change this on this type of router? Please help it would be much appreciated!! Thanks.