Computer issue: Programs not connecting to internet

[Nubclear]

There are several programs that I have (various games, instant messengers such as MSN, etc) that seemingly will not connect to the Internet or, if they do, the quality is very bad.
Right now I'm forwarding several ports to my internal IP, but this seems to have a random effect: Sometimes programs will connect better if I disable port forwarding, and will stop connecting when I re-enable it.

I have no idea where to even begin in solving this problem.

[Whoha]

firewall? are you on a connection that is quality of serviced(school/university)?

can you do tracerts to ips you wish to connect to?