I don't want to sound arrogant, but I know my stuff. I know for a fact that I can play lag-free with a 2MB connection, and still get lag on a 16MB connection, while both were wired connections.
I also know why: I had the 2 MB connection all for myself, whereas I had to share the 16MB connection with 2 other computers and friggin 3-4 smartphones.
The source of lag was the traffic of the other users. Increasing the bandwidth (i.e. getting a better connection) will not help. What does help is getting a proper router with good QoS settings, and setting rules that will prioritize traffic to the portnumber my PC uses for PES 2012 online.
Even better would be to get a connection for myself alone.
PS:
For those who say "Internet works for everything else fine, it only lags while playing PES."
Most probably it lags the whole time, but you only notice a lag of say 20ms when playing PES.
Tell me how you will notice such a lag while browsing or watching youtube, or even playing online games that do not involve awesome reflexes (eg. strategy games).
PPS:
For the person who did not know that using wireless will increase lag:
Think of it like this: You have to transport boxes from the window of one building to the window of another. A wired connection would be like having a cable-car system, where every box always reaches the other window, in the correct time.
Wireless would be like throwing the boxes from one window to the other. Not all of them will arrive and will have to be re-thrown. This is your lag.