get a combined router/modem they do not use anywhere near the cpu time of a usb modem and are far more stable!!
Bear in mind that if you want to use a router, then you'll also need an ethernet card for your computer. PCI ethernet cards that you put inside your computer definitely exist, I don't know if there's any such thing as a USB ethernet devices though. However, if you used a USB ethernet device to connect to a router, then you're going to have the same bandwidth limits as you have now.
If you have a big family and lots of computers in different rooms around the house, then yes, you can't really get by without a router - however, if this was the case, then chances are you'd have looked into home networking already, and therefore wouldn't be in the situation of trying to use a USB modem in the first place - and I think the others who are recommending a router may have overlooked this fact.
If there's only one or two of you, and you only have one computer - or if you don't use your other computers enough to justify setting up a network - then I'd recommend that you don't immediately rush out and buy a router, and you at least look into the possibility of using a PCI ADSL modem first.
One problem with some routers is that it's very difficult to configure them to stealth their ports. To some extent your computer is protected by the network address translation, but I'd advise you not to rely on this. So if you
are going to get a router, make sure it's got some sort of firewall functionality. Otherwise, I'm not convinced that a Windows PC running a software firewall and using a PCI modem isn't a better option.
You also mention that the sound cuts out. Have you looked into the possibility of getting an internal sound card? How important is sound to you anyway?
its all a bit bizarre considering how i thought usb bandwith ranged into 100s of mb's, i think its more of a fault with the device rather than actual bandwidh running out.
Depends whether you're using USB 1.0, 1.1 or 2.0. Maximum speed of 1.0 is 1.5Mbps, maximum speed of 1.1 is 12Mbps, and maximum speed of 2.0 is 480Mbps. All types of USB ports, hubs and devices can be connected to each other and will actually work, but the speed of the connection is limited by the slowest part.
However, just because a device is labelled "2.0" doesn't mean that it really can deliver a data transfer rate of 480Mbps - for example, USB flash sticks, technical limitations on the speed of internal addressing means that there's no way you can read from and write to them that fast, however, it will still be noticeably faster than a 1.1 device.
I suspect that in your case, however, it's the USB connection that's limiting the bandwidth - however, I don't quite see how your operating system is supposed to be able to figure this out. I'd have thought that things would simply run a bit slower but that your OS would be oblivious to it - but I don't know.
I hope that's been of some help at least.