It could be if the modem is USB it aint getting enough power from the USB port or somethig like that so when your playing online and sending data at hight speed it will just cut out.. i remember reading something like this in my pc zone magazine some guy had the same problem when playing counter strike.

You might need to get an internal ADSL modem or try connection the modem to your pc using a powerd usb hub.

thats my idea anyway, speak to your isp they might be able to help.