I did look for info about your modem but I just can't find anything helpful....can you give me a model number, that might help

Do you know if it's a modem or a modem-router? If you have info at home (manual etc) have a look & see. You may have a firewall within your modem & that could be why you're seeing the firewall icon. Just remember though, that even if you can port forward & get rid of the firewall icon, if TalkTalk are shaping it's not going to help your speed much if at all.

One of the threads in that very first link I gave you has info about what hours shaping takes place. Have you tried downloading outside peak times to see if speeds improve?