Microsoft decided to limit the number of connections allowed and slap on a crappy firewall that blocks everything you do want. While this setup works for most "unknowing" customers, it's a pain in the butt for people trying to do things like run servers, play online games, use P2P software, or just view multiple websites while talking on AIM and MSN.
By default, the SP2 settings only allow 10 connections every 10 seconds, which sounds reasonable at first, but web servers require connections all over the place.
Anyway, the fix is available from http://www.lvllord.de/download.php?url=en/EvID4226Patch211a-en.zip, or you can read more at http://www.lvllord.de/?lang=en&url=tools.
That patch won't do anything if you still have your Windows XP Firewall on. Yana, just disable it. If you've got a router (which I think you said you did) with a built-in hardware firewall, you should be fine. I don't know what Microsoft was thinking when they designed their Firewall user interface, it's really hard to understand at first if you don't know what you're doing.