There is a check box towards the bottom of the window. Make sure it is NOT checked. Frequently the reasons can be discovered by asking yourself these questions. If call waiting is on, the modem call can be abruptly disconnected as another call comes in. Contact your phone company for a way to temporarily disable call waiting if you do not know.
Modems can only handle so much load through their ports.
Some phones or fax machines draw too much current through the modem causing them problems. The 16550 UART is a chip in your computer that controls the serial port your modem is on. In a long file transfer, if an older chip such as a 16450 or 8250 is present instead of a 16550 and the system is loaded with tasks, the connection may have numerous CRC errors followed by time-outs and even software initiated disconnects. This occurs more often at high DTE rates, oops, speeds above 19.2kbps. If not, drop the port speed of your modem to 19200bps or below.