Just out of interest, what firewall software are you using? I may be able to do a step-by-step guide on how to add exceptions.
Otherwise, it may (possibly) be a badly-set (misconfigured) router although this is unlikely.
Depending on what antivirus software you are using, you may be able to create a on-access scanning exception for the Trainz folder. (Normally, I am weary of the idea of disabling antivirus software unless the internet is not active at the time (either by turning off the wireless or unplugging the network cable)
Also, on that subject, disabling the internet connection whilst running Trainz itself (although not whilst using Content Manager) can also improve performance and reduce the chance of Trainz freezing whilst loading into Driver/Surveyor (although the internet may be needed for database rebuilds or if you are using the internet parts of Trainz).
Also, the FTP connection itself is slow (4KB/s) for a reason. Auran have had to do that due to the amount of users/content on the DLS. Buying a FCT is the only way to get a better speed as the FCT server is seperate from the non-FCT server.
Shane