There are a number of initialization strings and settings that you can try to improve the reliability of your connection. Go to Control Panel and double click on Phone and Modems (or modems in win9x). Go the properties of your modem;
In general you can try reducing the maximum speed to 38400 or 57600.
In advanced you can try the following initialization strings (Extra commands).
ATS91=10&W OR ATS91=14&W (Change Line Level)
+MS=11 OR +MS=v34 (Force the modem to use 33.6 connection)
Because there are so many different types of modems these strings may not work at all or may even stop your modem from working. If this is the case simply remove them. If you still cannot get a reliable connection you may have to consult your modem manufacturers website or seek help from a computer technician.