I'm afraid you are likely going to have to sacrifice some download speed if you go wireless. Wifi currently maxes out at around 100 megabits per second, and that is if you have an 802.11n wireless card, and wireless access point. The new wifi standard, 802.11ac is coming out, but there are very few devices that support it right now, and I don't think even that is fast enough to keep up with your internet connection. You would need a new router/wireless access point as well as a new wireless card to support it anyway. 2.5 Mb/s download speed needs a transfer speed of 312.5 megabits per second, you're only going to get that with gigabit ethernet cable.
If you really want your 2.5mb/s download speed on that computer, you'll have to run some cable through the walls, or ventilation, or something. Do not run the cable over flourescent lighting, or near other devices that cause Electromagnetic interference. Ethernet cable can run up to 100 meters without repeating the signal, so unless you are very far from your router, cable length isn't a problem.
If you are willing to sacrifice some speed for the convenience of wireless, you can get a USB wireless dongle, or a PCI or PCI-E wifi card. The USB ones are less of a hassle to install, but some of them can be a bit flaky. You can get a decent PCI wifi card for around 20 to 30 bucks. If you have other wifi capable devices, you may want to test connectivity in the same room your desktop is. Wifi does not have a very long range, and can easily be interfered with, you may also have to get a wireless repeater to get a signal to the room your desktop is in.
EDIT: Messed up the math, missed a few zeroes, theoretically you should be able to achieve your full download speed on 802.11n though in practice that may vary depending on signal strength. The max throughput on Wifi only really applies when signal strength is at full. Assuming you have 802.11n equipment, and good signal strength, you should be able to achieve full download speed. If you have 802.11 b or g though, you will likely lose some of that speed. Check your router's documentation to determine which standard it supports.
