Apple TV Question

I'm having a problem on Apple TV. When using Home Sharing from iTunes on my new Macbook Pro, watching purchased TV shows from the cloud we are having lag time during the play time. They will time out for a few seconds and sometimes several minutes. We have not had a problem previously watching Netflicks or movies stored on a extra hard drive for my old PC. Could this be a problem with needing a faster modem. We have a High Definition TV but it is not a brand new one.