I'd create a persistant ping to a website and see if you have connectivity issues. Go to Start RUN, and enter CMD if 2000/xp/vista or COMMAND if 98 etc.
At the dos shell enter the following
ping www.yahoo.com -tand you should see the following below until you press CTRL + C
Microsoft Windows XP [Version 5.1.2600]
(C) Copyright 1985-2001 Microsoft Corp.
C:\>ping
www.yahoo.com -t
Pinging www-real.wa1.b.yahoo.com [69.147.76.15] with 32 bytes of data:
Reply from 69.147.76.15: bytes=32 time=25ms TTL=52
Reply from 69.147.76.15: bytes=32 time=24ms TTL=52
Reply from 69.147.76.15: bytes=32 time=25ms TTL=52
Reply from 69.147.76.15: bytes=32 time=25ms TTL=52
Reply from 69.147.76.15: bytes=32 time=26ms TTL=52
Reply from 69.147.76.15: bytes=32 time=25ms TTL=52
Reply from 69.147.76.15: bytes=32 time=24ms TTL=52
Reply from 69.147.76.15: bytes=32 time=25ms TTL=52
Reply from 69.147.76.15: bytes=32 time=36ms TTL=52
Ping statistics for 69.147.76.15:
Packets: Sent = 9, Received = 9, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
Minimum = 24ms, Maximum = 36ms, Average = 26ms
Control-C
^C
C:\>
Response times should be good and no failed ping requests...the Reply from .... should keep going without error. If you see errors then you have a connectivity issue and it could be your modem or ISP carrier.