Ideally you need to be hard wired to the internet. This means using an Ethernet cable from your router or hub and plugging it directly into your computer. Most computers have one and if they don't there's normally an adapter (such as the Thunderbolt to Ethernet for the Macbook Air). The Cable looks like this:
Ethernet Cable
After connecting directly you should check your internet speed. A lot of Broadband providers boast high internet speeds but they normally only boast about the download speed. It's important to have a good upload too. You can check your speed here: www.speedtest.net
Source-Connect require that you have a minimum of 300kbps (kilobytes per second) upload.