in order to try to narrow the problem down try hooking up with twisted pair. if it works fine, then you can safely rule out the firewall.
make sure that your wireless settings aren't set up to glom onto the strongest wireless signal in the area and that it is locked to your own network.
structural items like doors and walls typically won't interfere with your signals unless they're made of metal or dense materials like stone or brick. If you've got an extension cord for the antenna, try moving it someplace completely different.
also, if you're running firewall software on your machine, it might be the cause of your problems. try turning off your software firewalls (windows firewall and whatever else). if your router has its own firewall, you don't need a software firewall.
Another thing it might be is someone spoofing (intentionally or not) your ip address for the purposes of getting access. Make sure your router is secured properly. MAC address filtering at the minimum, WEP/WPA if you care about packet sniffing. To check, just figure out what subnet your DHCP (assuming you're using it) assigns to and pick a random number in that rage. I.e. if your subnet is 192.168.1.x, and dhcp assigns from .2 to .100, try .153.
Anyway, if you're using a desktop, you'll get better, faster, and more consistent performance just using twisted pair.