prob. w/ free security downloads

i am a total neophyte who needs help, please bear w/ me...i have a 2 mo. old dell dimension 5100, windows xp home sp2, pentium4, 512MB ram. since i received this pc i have had problems w/ the pre-installed mcafee security center, mostly the a/v and firewall. after weeks of discussions w/ mcafee getting no where, i un-installed their security cntr. i downloaded the avg free edition a/v, zonelab firewall and i put my "spysweeper" back on. i followed the instructions for configuring my system w/ the avg, but now i have to wait for a reaction when booting the system, using google, even my email is slow to react. sometimes i get "cannot find server" even though my modem is on (dsl) and all lights are on.
what did i do wrong?
thnx