Any programs dealing with Explorer freeze up

I am having a problem with my Internet Explorer or any program that deals with that program. At least I think that is my problem. Let me explain. Sometimes after I have been on-line for a while, and I think especially when I have been to webpages that contain JAVA script, and I go away from the computer for a couple of hours, when I come back to the computer, I get a message that the modem has been disconnected. I cannot then access any program that navigates through Explorer. When I try to shut-down I get a Not Responding for the program and when I End Task it tries to send an Error Report. It does not matter whether I choose to send the report or not, the program will not close and if I try to shutdown anyway, WINFAX tries to send something. I actually have to unplug the computer because the Power button does nothing. I have a Dell to clarify. I don't believe that the Modem is the problem. Any ideas?

Thanks in advance.

Mux