Well, purchasing a router, preferably a wireless router, would be beneficial to both of you. You have to downloaded the demos through the PlayStation Store application on the PS3 itself, not by browsing to something else with the browser. That may sound stupid, but I don't know what you're doing. The router will allow you to feed your internet connection into a hub and plug up multiple devices without having to switch your ethernet cable each time you want to get online on a particular device. The PS3 has a wireless NIC, so invest in a wireless router to save having to run cables, although you will sacrifice bandwidth. Hope that helps.
By the way, you must use ethernet cables with RJ-45 jacks (a little bigger than a telephone jack) on them to interconnect devices. You may have a USB cable going from your modem into your computer. That won't work with the PS3 or a router.