Right, I think I solved the problem.
In your device manager, open up the configuration for the ethernet adapter and click the alternative called: JUMBO-something (norwegian OS, so not sure what to call it exactly). It's set to deactivated as standard.
I set that one to 9kb MTU and I set the PS3 to use 1500 MTU (although I'm not sure changing it on the PS3 was needed).
Now videos are running straight away and seem to go smoothly