Modem connection "reminder"

[Dale Hoffman]

Sometimes while I'm downloading a file I get a prompt window asking 
if I want to remain connected or not. I check my activity pane and 
see that there is still download activity and click on the "remain 
connected" button. Other times when I am not in attendance during a 
download, I will come back to discover that the connection had been 
terminated prematurely (although I don't know if this had anything to 
do with the reminder).

My questions are where does this "reminder" come from? My ISP? My OS?

-and- If there is download activity on going, why would I be asked if 
I want to maintain the connection?

DaleH