I've got a small Apple wireless that I take with me on gigs. I usually plug into the local network and I can get out on the network, plus set up the wireless so that anyone else on a mac can leech off.
At home I come out of the cable modem directly into my ethernet port.
I've noticed that when I plug in the Airport Express my dowload times and browser refresh rates are much faster off of the Express than being directly plugged in.
Shouldn't it be faster directly plugged in to the modem? Do I need a different ethernet cable perhaps? Just curious. I've had no issues with the hardware on my Macbook Pro...