Are you running windows 2000? If so, this is pretty normal and is called ACPI. This can also happen in win9x (and ME). If this is not the case you have got some serious conflicts. In the Win9x versions you can turn off ACPI (advanced power management) in the bios and in windows. In windows 2000 there is no simple way to do this, but it is possible. (The best way is to reformat and reinstall, pressing f5 near the start of install and picking HAL instead of ACPI.)
In your case I would try updating your modem drivers and/or firmware to see if that helps. You might also want to try using the alt route for the main arena to see if that makes a difference.