Were you using firewall software on your computer? If not then maybe you were letting in a bunch of traffic that the router's internal firewall has now put a stop to. Can't think of another reason why a router would speed things up really.
I've not yet run into this one, though I think I did see the AntiSpyware 2009 a while back. This post on Spybot has detailed file/registry removal instructions. Looks like it calls itself Search Guard or Search Guard Assist in some places.