Connecting by USB port or ethernet, which one is better?

I've seen in another forum that it is better to be connected to the Internet through the ethernet port for usb not, is it true? Anyone can inform me step by step how I connect via Ethernet? Connect the cable to the router port and then do the same with the ethernet connection for my laptop but not connect .... I get an icon on the taskbar indicating that there is connection but at the moment of truth can not open any site, not connected the emule, the messenger is not working .... someone help me?

Hello

in theory should look for if you have enabled the port lan communications, that the look in control panel and then network connections, once have connected the RJ45 you have an icon on computers with the blue screen, but test to create a new connection, so you have to your left, you have an assistant.

Follow all the steps that you told me, when done effectively leaving me with a few computers a few blue icons on the taskbar but even so I do not have access to the network.