Wow, use your firewall !
It shouldn't do anything to your 'speed'.
Is this 'slow' problem universal or only for certain files ?
You may be D/Ling bad files...
Have a look around these forums for more info on the problems with some of the many many bad or false files that are now being 'shared' everywhere.

The version of BS you are using is not 'slow'... It is not the culprit !

But, you should tell us all about your internet connection...
ISP
and connection type...

?