Netflix offers streaming instant movies through a blu ray dvd player. Do I have to connect my computer to my blueray player?

You have to connect your bluray play to your TV to view them... I haven't seen any that hook up to your computer.

But you will need a wired or wireless Ethernet connection to your router to get the Netflix content to your bluray player.

Netflix delivers its streaming content over ethernet, Whether wired or wireless, the device connected to the TV must either have an ethernet port or wireless ethernet built in. By a bluray player they may mean ones like the WDTV LIVE or Roku players which do not really load disks but play the files ripped from disk and loaded onto an external hard drive or flash drive. These devices have ethernet ports that can be connected to your router, bypassing having to have your PC on.