It's true what your friend says: most routers are 10 or 100 base, not 1000 (ie gigabit).
However, Apples latest Airport (not the express) offers a couple of ethernet ports at 1000 base, as well as being a router. However, it does not route from ADSL, only DSL which is the standard in the US. A cheaper solution would be a gigabit switch, offering you the same result. This does not route, but optimises network flow - you have your router already.
Your setup would be (to be optimised):
Your ROUTER connects to the internet in its normal way (via ADSL filter/telephone line or whatever).
You then connect an ethernet cable form this to your SWITCH.
Connect another cable from Mac A to your SWITCH.
Connect your final (3rd) cable from Mac B to the SWITCH.
Most Gb switches come with about 8 ports. They can be noisy as they are fan cooled usually. I have mine on another location.
Both macs will be on the internet (at a theoretical 100 base speed) whilst connected to EACH OTHER at 1000 base.
Gigabit routers are surprisingly tricky to get hold of - try online, that's what I did. They're not outrageously expensive and well worth it to sort out your situation. If you can get one without a fan, fantastic. Mine is a linksys.
You could of course connect the two Macs together with a single cable (no switch) but not be online on either Mac. Unless one of these macs has two Ethernet ports, one of which could connect direct to the router (ie internet).
By the way - all Macs that are younger than about 6 years have Gigabit Ethernet ports - unlike most PC's which come pre-configured as 100 base.
Clear as Mud?