I experienced a similar problem to you. I've been using ZA Free for a good few years now and didn't suspect ZA as I have never experienced this problem before. In my case it was restricting my speed to 5.5 Meg though...I should be getting near 15.5!
I did replace ZA in the end with Comodo click here which didn't seem to restrict the speeds in any way.
Like you I have just bought a new PC which came with Bullguard but despite it being called "Internet Security" the firewall feature wasn't included during the trial period. As I prefer AVG I removed it but as I now run Vista I rely on the built in firewall.