Page downloads very slow with XP firewall enabled

Archived from groups: microsoft.public.windowsxp.security_admin (More info?)

Symptoms:
Client machines running XP with firewall enabled
experience slowness
(each page load takes about four times longer).

Setup:
Pages are served from mainframe.
It sits behind a CISCO 11506 content switch.
Images served by Wndows 2003 running IIS 6.0.

We disabled the firewall on the XP client machines and it works as normal.

Our customers want the firewall enabled to protect their machines from
threats on their internal networks. So they do not want to disable the XP
firewall if at all possible.

We allowed the images requests to go to the mainframe and it works with the
XP firewall enabled. This defeats the purpose of having the content switch
and the Windows servers.

With the XP firewall enabled and images served from IIS:
We added internet explorer to the program exceptions list, but the pages
still load slowly.