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The way that BitTorrent works is as follows: It lets you download at a percentage of your upload capability (ie: download = 4 * upload). A common issue that I've seen with my own systems is that if I set up my firewall to block BitTorrent from sharing files, my download speed drops to 1 or 2 k/sec. However, the second I open it up, the speed jumps right back up to several hundred k/sec.
To address the larger issue ("Does using a firewall reduce bandwidth?"), the answer is yes - conditionally. If you've got a metric fuckton of bandwidth (ie: multiplexed T1s out the ass) and a fairly slow stateful packet filter, then yes, you'll lose some of your bandwidth capability as the system is just not fast enough to inspect all of the packets as they come in. But you'll only experience this under heavy load.
Most people with enough bandwidth to experience this problem can afford high-end Cisco PIX firewalls or similar hardware, so they aren't affected, though.
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Eat antimatter, Posleen-boy!
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