Firewall shall not couse spikes and lags. It blocks unwanted connections and closing ports.
Your Warcraft3 and other online games should be allowed to connect by default. Also your router should have exeption to allow connections from battle.net (all servers) and its looks like this:
Name Trigger Public Port
Battle.net 6112-6119 6112-6119
Spikes are caused by antivir programs and specialy by viruses. Also default installed programs like winamp, adobre reader, skype, winrar, winzip are checking for updates and making unnessessary connections in worst moment.