I'm not sure I understand your problem, but let me take a shot anyway:
To answer your question, sure they make splitters:
Amazon.com: RJ45 CAT 5 6 LAN Ethernet Splitter Connector Adapter PC: Electronics
But if your problem is just that the system drops the transfer when downloading large files from the internet then the problem could just as well be external:
- The modem
- The ISP
- The originating website (or server)
- Faulty router
- Poor wireless signal (distance too large, too many obstacles)
- EMI (cordless phones, cell phones, fluorescent lights, etc)
But keep in mind that a router is a router, and with very few exceptions operates entirely independent of any computer operating system. Routers run on very strict protocols. It's not a case of needing a Mac router or a Windows router. They both must comply to the protocols.
A good test would be to connect your PC to the router with an Ethernet cable and then attempt a large download. If the download works fine on the cable then you know the problem is local.