One possible problem can be, that the operating system or some program tries to access something at the network and the firewall disables this. This leads to a request that is never answered, thus the network driver waits until it gets a timeout. This means, you experience slow start. Check if you can set your firewall into a mode, where it will ask your for allowance of all accesses. Then you will see which accesses are the ones that you should allow (instead of disallow) to have a working computer.