I assume you on a dial-up connection and your system disconnects every 20
minutes so it needs to redial. You need to check if your ISP automatically
disconnects if connection appears to be idle. A long download can have that
appearance. If you have some sort of connection software, be sure it has no
disconnect if idle feature.
Also, check the properties of your connection in Internet Explorer to be
sure nothing is set there to disconnect if idle. Open Internet Explorer, go
to Tools, select Internet Options, go to the Connections tab, select your
connection and click settings, going through all the screens to be sure
there isn't a disconnect if idle option. If there is, deselect that option.