the router

In the Internet browser I have to enter to get to the page (administrator panel) where I can get the IP address of the Raspberry (important for configuring Putty, WinSCP and TightVNC). It's different for different router types so read what it says on yours (it says FunBox 2.0 on mine - a rather racy label if you ask me:) and Google. The router is also the thing you plug those 'Ethernet' cables into from the RPI and HDHomeRun.
Let me explain briefly what Ethernet is:
ether- Old French ether, from Latin aethēr ‎(the upper pure, bright air), from Ancient Greek αἰθήρ ‎(aithḗrupper air), from αἴθω ‎(aíthōI burn, shine).
net- Middle English nett, from Old English netnett, from Proto-Germanic *natją, from Proto-Indo-European *ned- ‎(to turn, twist, knot). Compare West Frisian net, Low German Nett, Dutch net, German Netz, Danish net, Swedish nät.
As we can see, Ethernet means 'shiny twisted knot up in the air' (obviously).