0.
Modems suck!

But internal ones pre-built in are slightly better, at least they achieve their full download speed.
1.
Most problems with dial-up modems appear with the initialisation string!
Go to the properties of your modem (START --> properties --> control panel --> modem --> properties). First up should be the general tab, check that your connection ports and the connections speed are ok.
Then go to the setting, the connection settings should be 8, none, 1.
Go to advanced and make sure to select Hardware flow control (RTS/CTS). At the bottom is the initialisation box. Check your manual or look at the online documentation to find out which string has to appear in there.

Also go back and select the other button. You could try to play a bit with the slider settings there, but remember not to change everything at once, step by step is the correct way.
2.
Another possibility is in the Internet Options. Either use Internet Explorer and go to Extras --> Internet Options --> Connections tab or use START --> properties --> control panel --> Internet options --> Connections Tab.
There you should see a list of the ISPs you use (probably only one). Select it and go to properties or settings (whatever it´s name in your language is

). At the bottom should be your login data. Select the Advanced button.
There are 2 points there now:
"Disconnect after X minutes of idleness."
"Disconnect if connection is no longer needed."
Uncheck both if they are checked.
There is an even wider range of causes, but these are the most common.
