Ethernet cables, which connect your devices directly to your internet router, can speed up your connection. Professor25/Getty Images An Ethernet cable lets you physically connect your computer to the internet. Ethernet connections are almost always faster than Wi-Fi connections, and are usually more stable. You'll need to connect one end of the Ethernet cable to your router, and the other to your computer. Visit Insider's Tech Reference library for more stories. The majority of users access the internet using wireless devices, like phones or laptops.