Cat,
It would be useful to know what the device is, but in general, if you are using the device as a current source (rather than photovoltaic mode) then a simple model is as a current source with parallel resistance and capacitance. When you add a load resistor this is in parallel with the internal resistance for AC signals so the effective resistance is the two in parallel. In you case (and most cases) the load resistor is considerably smaller than the leakage resistance so that dominates.
The device frequency response could mean anything - you need to find the test conditions on the data sheet to know what it really means. For example, the SFH203 is quoted as 5ns rise and fall with a 50 ohms load. The S2386-18K is quoted as 400ns with 1k load- it is difficult to just compare the speed without knowing the load.
Keith.