I would check your IE configuration and add ons plus the speed of your internet access provider. We are using IE 9 and Firefox and we do not have any issues both from desk tops using WiFi and mobile note books connecting using 3G modems. Firefos we have found is superior in performance to IE and as Wolf has stated Chrome has very good Java processing capabilities.
I would not be running any IE version earlier than 8 as they have very poor performance and compatibility issues.
I suspect your provider may be at fault as a loss of connection is provider issue unless you have some applications that are causing the connection to drop or timing out the connection.
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