• Click the Start menu, then select Settings
• Open your Control Panel
• Open the Internet Options control panel.
• Click on the Connections tab.
• Highlight your connection name and click Settings
• Click the Advanced button.
• Removed the tick from Disconnect when connection may no longer be needed
• Remove the tick from Disconnect if idle for x minutes
• Click OK three times.

In addition to the idle timeout settings in your Internet Options, you can also set an idle timeout in your modem's settings.

Windows ME/98/95

• Go into Start, then Settings and open your Control Panel
• Open your Modems control panel.
• Click on the Properties button.
• Click on the Connection tab.
• Uncheck the Disconnect a call if idle after x mins box.
• Click the OK button.

Windows XP/2000

• Go into Start, then open your Control Panel
• Open your Phone and Modem Options control panel.
• Select the Modems tab.
• Highlight your modem and click the Properties button.
• Select the Advanced tab.
• Click the Change Default Preferences button.
• Uncheck the Disconnect a call if idle for more than x mins box.
• Click the OK button three times.