You don't/can't change your NAT on the 360 itself, the 360 just shows you the results of the test.
What needs to be altered is the router/modem itself, THAT is whats outputting your strict NAT. Also Moderate isn't that great either.
http://www.xboxlivetheguide.co.uk/
Thats a good website that is dedicated to sorting out issues with Xbox Live...including NAT settings.