Also, if you are running a 56K modem, you must upgrade it to the V.90 standard. This upgrade is available free from your modem manufacturer via download from their website. The assumption that because you bought your modem recently it has current firmware is a false one. Winmodem for some reason suffer high disconnect rates. As modems become faster they also become more complex.
Some modems have a way to record the reason why a connection failed.
Another very common cause of disconnects is line noise. Also unplug your laser or DeskJet printer from the AC wall outlet. We have learned that many telephone line 'surge protectors' or 'noise filters' will seriously impair your phone line. Do not route the phone line within three inches of any electrical cord or extension cord, or PC CPU cable, Printer cable, Monitor cable, any electrical appliance or power supply. Inductance from electrical lines and radio transmitters wreaks havoc with phone lines.