The best way to handle hooking up to wired hotel internet connections is to use a pocket router. I've been very happy with this one:
Amazon.com: Linksys WTR54GS Wireless G Travel Router with Speedbooster: Electronics
Just set it up before you leave, making sure you setting either WEP or WPA, and then when you get to the hotel just plug in the ethernet and plug it in, and away you go.
Rob