Different Network protocols benefit from different Network settings in the Windows Registry. For example, the Internet standard for MTU is 576, for Ethernet it's 1500. The optimal TCP settings for Cable Modems and xDSL seem to be different than the default, set in Windows. Windows 9x is basically optimized for Ethernet, which is a high speed low latency connection, however that isn't the case on the Internet.

DFUeTweaker helps you find OS specific information on how to optimize the Settings for Cable Modems or xDSL, which assumes some proficiency in customizing Windows.