[PyGame] My program is very laggy

[nilamo]

Images copied for reference.

These don't seem that large, in fact the ones (both the door and the room) that I made for testing were almost twice as big. 

According to the docs, you'll frequently want to call .convert() on the image immediately after loading it, so it's optimized for drawing to the screen (ref: http://pygame.org/docs/ref/image.html#pygame.image.load).  I don't see that in your code... have you tried it?