Mmh, and another poster has the same problem:
As I said there, the senddata warning is a harmless result of the already broken connection. it would be interesting to see the server logfile as well, as it is the server that breaks up the connection
Seeing that it seems to happen to a lot of xbl users it would be interesting to know if all xbl users have the problem. If yes, there might be a server at microsoft that needs a restart. If not it might have something to do with the logfile messages that some nameservers refuse connection. Though I don't see any messages later indicating that that does result in anything bad.