A friend of mine almost did that. For reasons of domestic harmony he has to connect his router to an extension socket which is a long way from the master socket. He's also on a very long line, so I suggested that he rewire the extension with Cat5e cable (which he could route in such a way that it wouldn't result in divorce
). Being a skinflint, he got an old reel of single core cable, took it out in the garden, and used an electric drill to twist two long lengths of it together. It did actually work, and made a significant improvement in his ADSL performance.
