If you're still dwnlding then it's unlikely your firewall that's the problem. It sounds like either or both of 2 things. 1. You're attempting to dwnld too many files at the one time. This can affect your connection strength. 2. You have 'resumed' a stack of files by pressing the Resume button. The resume function can be very handy & effective. However, b/c it sends out searches every 5 or so mins, it's taking up your upld bandwidth. It can suck the life out of your connection strength. You must have 2 or 3 green bars in the connection quality before you can do a manual search.
Take this advice for some search technique hints.