You don't need their wireless dongle if that's not your preference; you can plug in an ethernet cable. I only found this out recently. Their press tends to only push their own dongle, so for a long time I thought that you could only connect this way.
I'm not impressed by this option, though. Picture quality is not good on the shows on Catchup that require internet download, so I resort to scheduled recording. I also notice that a significant amount of their movies are available on download. The service is nice, but not too nice.