Wireless or ethernet?

i moved into the basement of a family and bought a wireless internet usb stick. it works ok for online but playing cod4 gets me high ping and lost connection alot, i was messing around the tv today on the otherside of the room and noticed they had COX( the internet and cable company) install some big looking router thing next to the cable box, it has an ethernet cable slot on the back and the cable cord is screwed back there also. i guess what im wondering is if i buy a 25ft. ethernet cable will it give me better online performance than the usb stick? especially for playing cod4 online? thank you for your advice if any!!!!