Hi Eddie,
You might want to check that you don't have 'auto disconnect' enabled. If you do then it means that after a certain amont of time (I think the default is 20 min) your internet connection will cut itself off. I think (am not on dial up so I'm trying to remember).. that if you right click on your dial up networking icon and click properties you will find the setting. If the box is checked then uncheck it click apply and it won't disconnect anymore.
Of course it may not be that at all and may just be your ISP doing what ISP's seem to do best

Messing up! I am with plus net here in the UK and have to say that they are exceptional. Having been online for about seven years I have had a few ISP's and these guys have got to be the best. If you are thinking of changing providers you could do a lot worse. I took up the 1 mbt adsl package. That way I know what the cost is every month, it don't tie up the phoneline and it is really fast. Also it means my connection is always on. I think that my pc has been online since Christmas eve (although I did restart it last night after updating my graphics card drivers).
You might also like to try a download manager if you are on dial up. Flash get is very good.
http://www.amazesoft.com/download.htm That way you can set off your download and if you get cut off or want to shut off your pc it will resume the download at a later date from where you left off. Hence after you got cut off you would have been able to start the Nero d/l again with only 3mb left to get.
Hope some of this helps
Best to you Eddie
Tony
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www.tonywmusic.co.uk