that's just a standard ethernet cable connection. which is what your gateway and apple tv have.
that wired connection will probably produce faster results than if you are trying to download wirelessly. HD movies will also take longer because they are bigger sized files. And like anything, it will depend on what other traffic is tying up the network too. you shouldn't have any problems browsing the net at the same time as apple tv is downloading....but if you are trying to watch youtube videos or other heavily loaded content, that will slow down apple tv too.