Firewalls

I have a very poor understanding of computers and I need to know if I am asking for trouble. I have two computers one at my girlfriend's house and one at my own. When I play poker online @ my girlfriend's house I have a firewall installed but the computer moves very slow. At my house I don't have a firewall and there are very few connection problems. Am I being stupid by not using a firewall at home? What exactly do they do? Is this possibly why i have so many connection probs at my girlfriend's house? Any help would be appreciated, thanks.


Eric

I downloaded and installed the free firewall from Zonelabs. I have had no connection probs at all.