You’ve got two issues. Connectivity and compatibility.
Connectivity wise, as Earl said. It needs connecting to t’Interwebs like you’d connect a PC, either wired (regular Ethernet cable) or wireless (the linked dongle, unless you’ve got a new 360 Slim which has it built in). I’m assuming your NAS is already connected to your router and working.
Compatibility, you need the NAS to present the media in a format the 360 expects, which is basically Windows Media Player. Most decent NAS boxes use something like Twonky to transcode the source on the fly (usually at a nominal cost for the licence).
I do something similar, only using a PC as the source; TVersity is good, and free.