If you like to do a lot of bit torrenting, or heavy downloading which maxes out your connection, then the modem is not set up correctly for it and you'll probably find it dropping and "hanging" or basically not responding. Also, unless you make changes it won't let you use certain programmes (MSN Messenger being one of them).
So go to 192.168.1.1 (this is the modem access page) and click the Security tab. Set "Firewall" and "Intrusion Detection" both "off", the click "Change State". Then go to "Save Config" along the left panel. This should now prevent any "hanging" or connection drop outs.
It's not too big an issue to switch off the intrusion detection on the modem, either, so long as you have anti-virus / firewall on your PC (which you should - XP Sp2 should suffice).
Hopefully this will help save someone a lot of stress - if only I know about it the first week I got it!