open a DOS window (START > RUN > CMD)
ping yahoo.com -t -l .01 (p.s. that's an "l" not a "1" in the middle).... the .01 is (point zero one)
That will continually ping yahoo and keep your connection alive.
This uses a very small amount of data but keeps from your connection going dormant.
Thanks for the suggestion, but it didn't work. It said "host yahoo.com could not be found".
It's probably because I can't get it online for even a second to connect to yahoo.com. It automatically goes dormant when it connects.