>>> like to know how I use the ethernet connection
>>> instead of going wireless
You just plug an ethernet cable between the PC's RJ45 network port and one of the router's LAN ports. Unlike a "wireless" connection, you don't have to go through any procedure to "Connect" to the network.
>>> I see that the latter is slower.
Standard 802.11g networking has a nominal data transfer speed of 54Mbps, although in practice this is likely to be closer to 30Mbps. A wired ethernet connection to your router will run at 100Mbps. This higher speed is only significant for transferring files between computers in your local network, because even 30Mbps will be well above the speed of your broadband connection, unless you are on something like Virgin Media's 50Mbps Cable service.