Computer takes a while to connect to the internet after sleeping

Hi, I was hoping to ask for some help with this. When my computer wakes up from sleeping the internet connection takes a while to connect. It's not terribly long (takes like 30 sec. or so) but it is noticable and annoying. Before when the computer was sleeping you could wake it, click on Windows Live Mail and it would start receiving messages. Now if you do that you get an error message and have to exit WLM and restart WLM so the computer has enough time to connect to the internet. Also before if you clicked on IE after the computer woke it would take a second or two to connect to the homepage but now you have to wait and wait for it to connect. One thing that recently has happened is our old modem died (it was like half a dozen years old or so) so a new modem was connected. No software was installed, is it possible that the new modem is trying to use the old modems settings or something? Any help would be appreciated, thanks a bunch.

 

I would contact the support for the new modem and get help in configuring the settings between modem and computer. It seems that the settings do not correspond.

 

Thanks for the reply, my modem is provided by the ISP and I tried calling their customer support but they didn't know anything. They're normally pretty good too. When you open IE it says 'detecting proxy settings' but when I try and do the suggested steps from searching online nothing helps.