I can play WoW just fine there with no lag, but for some reason when I play SC there, there is tons of lag. I don't know why I can play WoW fine but not SC?

Makes me lol when topics get moved but no help is posted.....

Are you and your friend both trying to play online together?

No, no downloading or anything as well.

Alright, so it's just you trying to play? Not him? You'll need to configure your router and/or any firewalls you may have. You can learn how to do so here:
(http://forums.battle.net/thread.html?topicId=10863439009).
Please note that disabling your firewall will not cut it.