Thanks for using the Answers Forum! Generally any device you use that is connected to the internet will work better when it has a hardwired ethernet connection. In terms of the Slingbox 500, when you plug the ethernet cable in you need to go into the onscreen setup and reconfigure the 'Network' setting to use the hardwired ethernet line. This should direct the Slingbox to only use the hardwire.
Hope this helps,
The Slingbox Moderation Team