Or to expand on that; I think it's very possible that the MTU threshold (which dictates what size of packet is let through and what is dropped) may be too low. Trouble is, adjusting the MTU can sometimes cause your ISP connection to fail. It's essential that you make a backup of your router's settings file when adjusting MTU values, just in case. (I had to restore mine recently when my ISP would not accept a higher MTU and changing it back to the previous sigure was not enough to get the connection back).
Either that, or your client software firewall is to blame, but I'm guessing that you probably haven't changed that recently.