Hi,
It sounds like you are connected to the internet over wifi. Is that true? Is it possible to plug in the ethernet cable to your router? You can still use the internet when GrimeFighter is running. There is an icon in the top right corner that looks like a globe. Clicking on it will launch a browser so you can surf the net while GrimeFighter runs.
You will know that GrimeFighter is working by the progress bar on the screen that says "Relax, we've got this"