With some ADSL/Cable modems (especially USB) you may have a problem with getting disconnected after a few hours, here are two ways to fix that.

Disable Hibernation
Right click on your desktop, click the screen saver tab, once there you should see a power button at the bottom of the display properties dialog, click that, ones dialog appears click the hibernate tab, and uncheck enable hibernation.

Disable Windows Messenger
Go to your start menu, click run.
In the Run dialog type gpedit.msc
Go to Computer Configuration>Administrative Templates>Windows Components>Windows Messenger
Once there right click Do not allow Windows messenger to be run, go to properties.
Check the box next to enable.

That should fix the problem. It is also recommended that you DO NOT use a USB modem with a broadband connection, they are slower and VERY troublesome. The preferred method of connecting your modem is ethernet.