Connect my WDTVLive Plus to the internet

I

I’m a beginner in this and recently I bought a WD TV Live Plus and a "My Book Essential External hard drive. I download movies [edited] with my computer, connect the external hard drive to my computer, transfer the movies from my computer to the external hard drive, then, disconnect it from my computer and connect it back to my WD TV Live Plus and my TV to watch the movies on my TV.

I use a router (provided by my telephone co. for my DSL connection) 

My question is: Can I connect the WD TV Live Plus to the internet system I have at this moment to directly download movies and other stuff, without having to be connecting and disconnecting the external hard drive from the pc and the WDTV Live Plus? If yes, what additional devise, if any, I need to do this and how.

Thank for any help

No.   And I would caution you about exclaiming that you download movies (a/k/a piracy) from the internet…

The Live Plus can’t do that. However, you can get a home NAS with a builtin in uPnP media server (I use a Dlink DNS) to stream to the Live Plus across the network. Just download stuff to your NAS and stream to your Live Plus.