When firewall blocks, connection freezes

I posted a while back about have a strange packet loss problem where I was sometimes getting lots of ploss, and sometimes not.

Well I figured out what the cause is: whenever my firewall (Sygate personal firewall) blocks some incoming traffic (which is about once every few seconds) my normal downloading freezes. I have seen it happen where I will be loading a page, and some incoming traffic is showed as blocked, and there will be almost a one second gap before my computer begins to load the page again.

Does anybody recognise a particular setting that would cause this problem?

(I have a cable connection and am using win ME)