Colin
I havnt used it myself, but Iv been told its free and is quite good.
Ah so its a USB modem your using then? USB can definitly be a pain they are much more unstable and also subject to behaving erratically but it is interesting that the disocnnections coming when you perform an action through the browser.
Try
downloaidng FireFox
http://www.firefox-server.com/?s=y_uk&OVRAW=firefox%202.0&OVKEY=2.0%20firefox&OVMTC=standard Firefox is just a web browser like ie and often the prefereed browser by many. If you dont have the same problem using Firefox then the problem has been narrowed down to settings or a corruption with Explorer, in which case re-install IE ( assuming your using IE.)
Or
if it is a USB modem try a different USB port, it will probably re-install the drivers, generally USB problems can be resolved in this way
And
go to Control Panel, Administation Tools, Even viewer, loo kthrough the applications and system logs to see if ther eis anything in there which indicates possible reasons for a disocnnect.
finally
you could try removing all your firewall and virus sofware and see if its still happening (obviosuly dont go sites like BitTorrent.)
Just some ideas for you, its a pain I know, I would reccomend trying Firefox firs thogh as its the eaiest and quickest method