I don't believe firewalls slow downloads, however they will stop them, or cause long delays.
I found that doing a power cycle helped me with my connections and patchings.
I have cable internet, so it may not work for you if you have DSL. Just a simple reset of your ISP can help.
I patched mine in about 2-3 hours max. I started it, left hte house, was gone a couple hours, came back and it was done.
At any rate, doing a power cycle won't hurt and can only help.
1- turn off all machines connected by hardwire or wireless to the modem/router
2- if you have a router disconnect it from your modem
3- do a power reset on your modem for 30 secs
4- allow all "lights" to come back to normal before plugging back in the router (if you have one)
5- start up one computer at a time, preferrably just the one you are using for the time being
That should reset your ISP (at least thats what I was told and it helps me tremendously with connectivity and Blizzard).