I don't know how much power the ethernet converter draws, but the Linksys draws 550ma at 5 volts to transmit and 230ma to receive. I assume that when it's not in use that it draws considerably less power. I've got one set up in the attic. Maybe when I can get up there (the car's in the way right now) I'll measure its idle state current draw from the powersupply.
The Oronoco ethernet/serial converter would be nice because it would allow you to even update the software of the player without removing it from your vehicle. The only problem is that it costs quite a bit more than the Linksys. The converter cost about $200+$90 for a 802.11b card vs. $150 for the Linksys.
Stu
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If you want it to break, buy Sony!