Some ideas:

You can minimize the number of connections LW attempts on startup by cleaning out your incomplete folder.

If you use a router, check the firmware version.

If the ISP supplies the modem, I've only read of problems with USB modems on the Mac. The ethernet ones can also give trouble. Use the Utilities->Network Utility->Ping, and enter your ISP's address. If you show packet loss, let them know. Perhaps they are oversubscribing your line.

cheers