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The three primary goals of network security which are confidentiality, integrity and availability can be achieved by using firewalls. Firewalls provide security by applying a security policy to arriving packets these policy called security rules and also firewalls can perform other functions like Gateway Antivirus, Gateway Monitor Program to monitor the traffic which pass through the firewall and also the firewall can have the responsibility to establish VPN connections. The complexity of these functions can cause significant delays in the processing of packets, resulting in degraded performance, traffic bottlenecks, and ultimately violating Quality of Service constraints. As network capacities continue to increase, the improvement of firewall performance is a main concern. One technique that dramatically reduces required processing is using Network Load Balance Technique. This paper describes how the performance can be effected because of using a Microsoft firewall. in this paper lots of situations and designs will be tested and results will be shown to determine the effect of using firewall in performance. Also in this paper a new technique to increase firewall performance will be discussed and the performance results will be shown.