Bilmac:
That's an unfortunate thing with some people who like their technology. They get too detailed with their explanations and everybody gets confused. Heres's what's required:
1) Internet service to your house.
2) A modem to use the service. You probably already have this since you're on the web already.
3) A wireless router, which you may or may not already have. This is a Walmart item, but I bought mine at Best Buy. It's a transmitter/receiver that lets your computer or video player connect to the internet. Linksys made mine and it's a popular brand. I think I paid about $60 for mine.
4) A cable to connect the modem to the router.
5) The video player
The trickiest part is setting up the router, but the instructions will get you most of the way there, and the phone tech support is good. It may take an hour or so. You may need a second cable to connect your PC or laptop to the router during this procedure, but I'm not sure.
If you've already got a wireless router set up, all you really need to do is get the video player and plug it in, then have it use the network name associated with your router.
There's another option that some people use. It involves connecting a cable between your modem and your video player, but I am not familiar with the details of that process. Wifi is so easy an inexpensive I see no reason to run more wires in my house.
For setting mine up, I just read the directions on the player. I already had wifi. The only complication was unraveling the rats nest of cables my son had set up behind the TV so he could play video games. We bought our player at Costco, brand is Sony. Cost was about $120. Very nice.