I recently replaced a dying D-Link router with a Cisco/Linksys RSV4000. I'm really happy with the device but it seems when my cable modem is plugged in to it I lose 1/3 of my download speed. When I plug the modem right into my desktop I get 30mb/s down and 5mb/s up, but going through the router I get 20mb/s down. I tried turning off every option in the router to see if that had an effect since at work we can’t use an http proxy with Comcast because their boost service doesn’t work with it for some reason but that didn’t change anything. I never had this problem with the old D-Link.
The fix for this was turning off IPS, turns out there's an underpowered CPU in this POS so the 800Mb/s throughput they claim is BS. Here's a link with some more info about it http://www.dslreports.com/forum/r18508174-RVS4000-Speed-problems-explained
check the MTU that you get when connected either way.
the wrong MTU will change your throughput negatively.
Also, your machine may incorrectly do a path mtu discovery whne the cisco is helping.
And the dratted thing my be screwing your TCP window size.
check the MTU usiig ipconfig /all on windows, ifconfig on *ix
check the window size using ethereal or wireshark while web browsing or downloading.