u say no firewall right? well i bet you have a router dont you. routers have built in forewalls so check the config of your router.
some shit is blocked,so it wont let you have a direct connection with your friend.soooo that being said,the file u are sending,the packets are being upload to a server,then transfered to your friend from there, thus making the connection horribly slow.
if u got a router and dont want firewall, theres this thing called DMZ or dzm whatveer, it should be in ur router config, turn that shit on, takes care of a shitload of problems if u dont know shit about computers.