Firewall : state off or allow all inbound/outbound connections ?

We have some customers who establish connections on a Linux server through
RLOGIN protocol using Putty.
If i put the firewall on state "off": Connection OK , very fast.
If i allow all inbound/outbound connections for all the profiles (domain,
privat, public), the connection is established very very slowly (about 10
seconds).

Therefore, my general question is : is there a known difference between ? :
- allow all inbound/outbound connections for all the profiles
- put the firewall on state "off"

Does it mean that Vista Firewall still blocks some connections even if there
are supposed to be all allowed?

Thank you in anticipation.