This is a good question. Often times when you learn a new skill or try to change your stroke, you have to swim more slowly for a while before you will swim faster. This can become frustrating since everyone wants to swim fast, even in practice. So, to slow down on purpose goes against our natural instinct and desire to race. But this is why it is important to slow down when learning a new skill. The more you do something, right or wrong, the more it becomes a habit. Your body learns to activate muscles in a certain way, and eventually the motions you make become second nature. If the habit is a good one, then you have no problem. However, if you are doing a skill incorrectly, every time you do it wrong, you reinforce that bad habit in you body. (For example, if you have a bad arm pull, think how many times you reinforce that bad habit during even one practice).

Before you can learn to do a skill correctly, you have to "unlearn" the incorrect way. It takes a lot of thought and concentration to break an old habit. When you try to swim fast, it is natural to focus your attention on going fast, and not necessarily on holding your "new" technique. When this happens, the body goes back to what it is familiar with, and that usually is the "old" technique. So to make a long story short, while you are learning a new skill and making it a habit, it is OK to swim more slowly; in fact that is what you should do initially. Then, as you become more comfortable and the new technique becomes a habit, you should try to swim faster and faster. Chances are you will be able to hold the new technique.