I cannot watch programs On Demand without my box being connected to the internet?

So, unlike Comcast, I cannot just go to an On Demand channel and select "Play" and have the program/movie play?  I have to DOWNLOAD it first????  Sorry, but that's bush league.

I live in a house where the wireless router is in the landlord's room (and completely inaccessible to me).  I do not have a high-definition television and am connected to the internet through that wireless router.  How in the world am I supposed to watch On Demand programming?