UDP how can two computers on separate networks connect to each other?

How can two computers that are on separate networks connect to each other using UDP? I know that you can do this by setting up port forwarding but I services like Xbox Live don't wor开发者_开发问答k through that. How is this possible and is there a way to obtain an address to another computer on a separate network?

EDIT

Ok thanks for the help I am using objc so I ended up using asyncsocket and portmapper for doing router configuration.

http://code.google.com/p/cocoaasyncsocket/

http://www.codingmonkeys.de/portmap/

First, obtaining the public IP of a remote computer:

• Use dynamic dns.
• Make your own protocol and run a server to keep the list of users and IP.

Working out incoming UDP packets:

• Use client/server communication instead of peer-to-peer.
• Use UPnP protocol (i think xbox does this) to ask your router for a port. Not all routers support or have UPnP enabled.
• Use TURN/STUN protocol. This protocol has been designed to bypass UDP nat. This requires an external server, but there are free servers available.

I think there are libraries for UPnP and STUN, but i can't tell you for sure.

LatinSuD are right, STUN is good solution - check out STUN protocol implementation for iOS https://github.com/soulfly/STUN-iOS