If you page through the Backup threads in the forum, you will see quite a few unanswered threads for NAS backup problems.
You should not have to open any ports since you can access the drive in Windows. However, the Share needs to be configured to allow Everyone full access or backup will fail outright. Your own Windows Login account should suffice for accessing the Share once permissions have been configured to allow full access for all users to the backup location (Share).
Some have been unsuccessful in getting backup to work at all with a NAS, others have had intermittent success, and others have been able to resolve it by setting permissions correctly. Not being familiar with your device, I can't tell you if there are any special considerations for the configuration on the NAS itself. The best that I can suggest is that you contact support, though that may be a frustrating experience. :-(
If you have the ability to use a regular external USB drive connected to a Hub PC in your OneCare Circle and configure Centralized Backup, it should go much more easily. However, I do hope that the NAS issues are addressed in the next version of OneCare.
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-steve
