Router Speed Problem Belkin 7633-4

I have recently bought a Belkin Router model number F5D-7633, now i can connect to the internet using two PCs at the same time but both PCs can only download at 5kbs per second when they are both connected, even when one pc is off and one if on then the one that is on can only download at 5kbps.

So lets summarise.

No router and using direct connection via USB modem - Download speed 100kb/s (2.2MB connection)
Router plugged in and connected to only one pc - Download speed 100kb/s
Router plugged in and connected to both pcs only 1 pc on - Download speed 5kb/s
Router plugged in and connected to both pcs both pcs on - Download speed 5kb/s

I have no explanation for this but it basically means that when me and my brother try and play any game online we both get massive lagg and are forced to take turns using the internet after buying an expensive router.

I looked at various guides and matched the network card settings to 100 Full duplex on both pcs and downloaded a program called internet turbo 2003 that a friend said might help but none of these have made any difference at all.

I also tried isolating one PC outside of the NAT firewall using DMZ but again this had no effect on the speed.

I find it very strange that even one only one pc is on yet they are both plugged in that it seems to lose 90% of the connection power somewhere in the router.

Can anyone with experience of routers help me out with somesort of fix to this very annoying problem.

Thanks.

Belkin Routers are expensive, and bad!

NETGEAR Routers are also expensive, but they are much better than Belkin Routers