Were you running another security program (security suite, antivirus, firewall, HIPS, behavior blocker and so forth) before installing ESET NOD32 Antivirus v5? I have seen this exact behavior happen when ESET NOD32 Antivirus is installed on a computer that still has components like services or filter drivers from the previously-installed security program still running on it.
You might want to contact ESET's technical support department and see if they can help you identify what might be causing the network connection to slow down when ESET NOD32 Antivirus is installed.
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