Less restrictive firewall?

[Bishop22]

I've been trying to add a software firewall to my otherwise comprehensive security suite however I cannot find one that does not cut my internet bandwidth in half or worse. I've tried Comodo and Kerio which are supposed to be two of the best. When I run a bandwidth test with the Windows firewall on I get 3-5MB/sec but when I have the other firewalls on I get less than 1MB/sec. Is this just standard? Any settings that can be changed? Would buying Zonealarm that works with my router solve the problem?