I switched to AVG 8 some months ago - got fed up with the nag screen in 7.5 - and immediately noticed a degradation of performance. So I googled and played with AVG.
On the basis that I have two other firewalls covering each other - and the SP2-or-later firewall really is quite good in XP - I went into AVG control panel and disabled linkscan. Result: an immediate increase in speed almost everywhere

. BTW, before someone else posts, I know that linkscan isn't a firewall as such, but it shares some of the firewalls protective qualities &
AFAIK is redundant.
Why not give this a try. If it's successful, you'll get your very own new nag-screen, but again this can be disabled in the control panel somewhere - forget how I did it, but it didn't take too long to find.
Hope this helps,
Jim