Slow SQL Server Data Transfers When Internet Connected

We have an information retrieval application in which there is a single connection to a database followed by multiple table open, read, and close commands. Response time is consistantly less than 1 second on a LAN.
When Internet connected (not VPN), the first table read is typically fast, but the response time becomes slower and slower after multiple table open, read, and close commands. There seems to be a considerable amount of handshaking based on monitoring of the router's status lights.