Yup, if not the Internet connection, are you trying to send movies from another device or computer? If so, then maybe the problem lies on that device? Can you explain a bit more on what your setup is for streaming the movies on Apple TV?
If the internet modem is near your Apple TV, you can try to plug the Ethernet cable from your Apple TV directly into the modem. See if this helps. If it does not work, try to reset your Apple TV. If both methods failed try to update the firmware on your router to the latest one. Let me know if these steps work.
Number seven is the Ethernet port.