Zone Alarm or Sygate get my vote. Does your router have a built in hardware firewall? Those tend to be some of the least intrusive I've ever seen. I'm a little curious why the Windows firewall is slowing your computer down. It didn't take much to slow down my old 450mhz Pentium 3, but XP Pro SP2 and the firewall that comes with it didn't hurt it at all. Is there something else going on there?