By far and away the fastest way to get an internet connection at a home in Marbella is to pop in to a Vodafone or Movistar shop and get yourself a contract for a 3G/wireless modem.  (Note, you have a PCMCIA (card) option or a USB option, even if you only have a notebook, it's a good idea to get the USB one, as you can use it on any machine ...