Check the modem settings for your online service or Internet Service Provider (contact them if you need particulars).
Exit from your BBS or online service correctly to avoid problems.
Use the highest baud rate possible.
If you can afford it, try to get a separate phone line for your data communications. That way you can chat in your favorite chatroom and answer the phone at the same time.
Don't configure the COM port for your modem the same as for another device (i.e., your mouse). Conflicts, like war, are no fun and can get out of hand.
Make sure the modem is connected correctly to both the modem and the phone line. Too many calls to tech support claiming you have no dial tone when the modem isn't even connected to the phone line can be quite embarassing. *g*
Problems? Call tech support -- it will save you from migraines in trying to solve it on your own.