firewalls causing slowdowns.

I've recently bought a hardware router and noticed that replying on a forum thread takes awfully long compared to when it was not installed..removing the router restores the shorter reply times.

I've compared it with the internal microsoft firewall and the exact same thing happens?

It obviously has something to do with firewalls in general on my server, but what? Why does this happen?

windows 2003
mssql server 2000 including all service packs
latest wwg forums
ports open: standard iis ports.

Also, a common configuration error occurs when people used ics to connect multiple pc's to a "master" pc that had the internet connection.

When they get a router/gateway, they just connect the master pc to it. If the router is providing dhcp services, you need to tos ics and connect every pc to the router.