Are you talking about games on a Roku device? If not, this isn't a good place to be asking.
If it is a Roku game, remember that Roku players only have Fast Ethernet wired connections, which maxes out at 100 Mbps. With a good WiFi connection, using 802.11n, you have a theoretical limit that is much faster. It's possible there's an issue with your wired connection, and not providing the highest possible speed. Sometimes a bad Ethernet cable will still connect, but not handshake at the highest speed. A broken wire in the cable might allow a connection, but only at the basic Ethernet speed of 10 Mbps.
Dan
Roku Community Streaming Expert
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