proxy and firewall?

what does firewall do to my download speed?
when its on i have like. ..0.2 kb/sand what is proxy?i cant download AVG installation files with 2.0 kb/s..

Firewalls can block ports and programs from accessing the internet and other network locations. You need to make exceptions for certain programs depending on what you want them to do.A proxy is basically spoofing your IP address by connecting through another location before you connect to the internet. This can be used to hide your own IP address from what ever source you are accessing, and can be used to bypass certain filters that may exist on your internet connection.

proxies can slow down your connection, a firewall shouldnt have any noticable effect.

WHta firewall do you use......I use Comodo,and it always pops up with an option to allow or block things :)