I got to think there's going to be a limit using edge, 3G or even wifi wouldn't make a difference. As I'd think it all depends on how fast the internet connection is at home that your library is connected to.
Like even though my internet is 6mbs, my upload speed is only 768kbs (Elite ATT DSL). So with my library, if Edge manages to dl as fast as 768kbs, depending on signal, using 3G or Wifi wouldn't make one bit of difference at that point.
I haven't used the software, but if the app buffers before playing. And say if I try to play a 40meg file, then at the best 76k a second upload from my home internet, it would take nearly 9 minutes for the entire song to transfer. So if that was a 4 minute song, you'd be looking at 5+ minutes of buffer time, even if I was on wifi at a Starbucks.
How fast can your internet upload?