oh, i read and re-read it, me thinks you added the usb-ethernet in..

lol anyways
im playing star fox on the DS Lite, first off there are many varibles that come into play, first say on the PC
Your using Wi-Fi, perhaps your internet speed isnt fast enough, perhaps other people are using a slow internet, or your computer cant handle the graphics with its processor and graphics card.
Now with XBOXs people could be using slow internets and you wouldnt know, but the graphics issue and stuff dont apply since its all the same hardware. Most people now have high speed internets, on my friends 360, both of them, ive only experienced lag twice and that was just becuase some people's internet sucked.