throttled does *not* work when apple's firewall is active.
however, there is a way to make it work with BrickHouse (which - like the apple firewall GUI - also uses ipfw, the firewall built into Mac OS X).
one has to edit /etc/firewall.conf and add all the ipfw rules that normally are in the throttled-startup file right at the beginning of it. one has to rename the rule numbers, so that throttled's rules come before ipfw's rules. as an example, here's how my /etc/firewall.conf looks like:
# Firewall Boot Script
# Generated by BrickHouse
#################################################
# BEGIN throttled ipfw rules, added by boli
#################################################
# prioritize http/https
add 500 divert 17778 tcp from any to any 80 out xmit en0
add 501 divert 17778 tcp from any to any 443 out xmit en0
# prioritize ssh and telnet
add 502 divert 17778 tcp from any to any 22 out xmit en0
add 503 divert 17778 tcp from any to any 23 out xmit en0
# prioritize imap and smtp
add 504 divert 17778 tcp from any to any 143 out xmit en0
add 505 divert 17778 tcp from any to any 25 out xmit en0
# prioritize ftp directory listings
add 506 divert 17778 tcp from any to any 21 out xmit en0
# prioritize aim or iChat
add 507 divert 17778 tcp from any to any 5190 out xmit en0
# prioritize msn
# add 508 divert 17778 tcp from any to any 1863 out xmit en0
# prioritize pop3
add 509 divert 17778 tcp from any to any 110 out xmit en0
# prioritize irc and sirc
add 510 divert 17778 tcp from any to any 6667 out xmit en0
add 511 divert 17778 tcp from any to any 6668 out xmit en0
add 512 divert 17778 tcp from any to any 9999 out xmit en0
# prioritize hotline and carracho "listing" ports (client end)
add 513 divert 17778 tcp from any to any 5500 out xmit en0
add 514 divert 17778 tcp from any to any 6700 out xmit en0
# prioritize hotline and carracho "listing" ports (server end)
# add 515 divert 17778 tcp from any 5500 to any out xmit en0
# add 516 divert 17778 tcp from any 6700 to any out xmit en0
# bind to throttle low priority services.
add 517 divert 17777 tcp from any to any out xmit en0
#################################################
# END throttled ipfw rules, added by boli
#################################################
#################################################
# Allow Loopback
#################################################
add 1000 allow ip from any to any via lo0
#################################################
# Allow packets from existing connections
#################################################
add 1002 allow tcp from any to any established
add 1003 allow all from any to any frag
#################################################
# Allow Essential ICMP Traffic
#################################################
add 1004 allow icmp from any to any icmptype 3,4,11,12
#################################################
## Rules for the en0 interface
#################################################
... more of the original firewall.conf follows, but that should be already there and of course depends on the settings you've made in BrickHouse.
i also commented out (added # in front of it) the above rules in the throttled-startup file, so these rules won't be added twice.
thanks for all this information go to the very responsive developer! i just thought i'd share it here. :D