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.
Oh man, consider me STOKED. I hated that I couldn't put video on my 1st generation iPod Nano; and that I had to put on some custom Linux firmware to enable it. I mean, the screen was awesome on it. I had to buy an iPod clone to play video.