So....instead of that ol' 33.6 modem,how about upgrading to 56k or even ADSL?
Dunno if that's your problem,but there are a lot of settings that affect the speed of your connection. I find the most common misconception is the need for "compression" in modem and port settings. Check your setup and turn off compression at all levels...even in "Dialup networking"/connections in the menu.
Try that.. see how you go
PAUL