I have not heard of or read about an XBox being hacked remotely across a network. They can be compromised when the owner "installs/users" special cracked tools and games and mods...similar to someone on a PC downloaded "warez" that comes with nasty little surprises inside of it.
Not long ago there was a huge ZBot (zeus) army issue over in England, that was used to steal a lot of money from banks. It was made up of:
280,000 Windows Machines (varying versions)
3,000 Macs
300 Playstations
7 Wii
I couldn't find out if the Wiis were hacked remotely, or via trojans like the "PSP.Brick" trojan that was installed by owners downloading and installing cracked mods.
But again, I can't recall reading where an XBox was hacked remotely by having it out in the DMZ, however...I find it hard to believe it hasn't happened..after all, it's a Microsoft OS...thus has to be heavily targeted. If not "yet"...I'm going to guess in due time we'll see it happen.