The problem:  when this router/firewall was hooked to the client's DSL 
modem using PPPoE, some web sites would load and some wouldn't, but 
pings (with default settings) would get through just fine.  When 
hooked to a non-PPPoE cable modem, there was no problem at all.

The solution:  As several people suggested, PPPoE overhead meant that 
the MTU setting on the client PC had to be adjusted downward.  Per 
David Shipman's suggestion, I played with non-fragmenting ping packets 
of various sizes and was able to find the correct MTU value with very 
little fuss.  (As it happened, the correct figure was 1432.)

Things still weren't even close to optimal, so I played with with a 
few other paramters and found that the RWIN setting also needed to be 
decreased.  The dslreports.com "tweak tests" saved a lot of time here, 
but it was as nothing compared to the boost I got from the MTU 
suggestions that put me on this path in the first place.  Many thanks 
to all who responded!

The thing that held me up here was the counterintuitive notion that a 
general setting like the MTU would have such a disparate effect on 
different web sites.  I assume that it only ran counter to my 
intuition because my intuition isn't educated enough yet.  Perhaps the 
web pages that came through fine even with the 'bad' MTU were on 
servers that somehow signaled a more appropriate MTU setting to the 
client, or were more suitable for MTU discovery by the client?

-Lauren

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