WD2go.com and WD 2go Mobile App

I just bought the MyBook 3TB Live and I love the concept and works great on my home network.  I did the firmware updates and can watch flawlessly on my home network.  I have a Linksys G Router that has worked fine for me to this point.  My apps will take forever to download music and pictures on my 3g/4g evo 3d and horribly choppy movies if it does even load.  Please give advice and help as this was one of my main reasons for buying this.   Am I doing something wrong? HELP!