Is your modem connected via USB? Often, this is the cause of constantly losing a connection. If it is, go into the Windows Device Manager, then disable the power management settings for the USB device (which allows the computer to turn off the device when not in use to save power).
Sometimes incorrectly configured firewalls can also be the problem (from my experience, specifically Norton Internet Security/Norton Personal Firewall).
Next time this happens, run "ipconfig" from DOS and let us know whether you still have an IP address, or if you lose it too. Try running "ipconfig /renew" and see what happens.
Also, are you behind a router or hub? I was having similar problems with a SohoWare router. Now I use Linksys and no more problems!
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