I have just a standard DSL connection that I connect through a router and I hardly ever have speed problems, once in a while I'll get a little bit of lag in CoD4, but that is very rare (maybe every 40 matches or so), and my DLs are fast enough. Takes about 10 minutes or to DL an around 900MB demo. So, I don't think it's anything on Sony's end, maybe your connection.
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