I don't know if you have tried this yet but I would install the Firefox browser and use the NoScript and AdBlockPlus add ons. The NoScript and AdBlockPlus addons prevent extra crap on some webpages from downloading (Scripts, flash ads, banners ads, etc.) and helps get it so just the content you want on a webpage loads. Also it's been a while since I used it but the Flashblock extension prevents Flash content from loading unless you specifically click on the Flash area and request it loads. That should help with those websites that think it is a good idea to put a flash video off to the side on their main page. These won't help with downloading large files, images or video unfortunately but it might help ordinary web browsing be more bearable. And yes I know it will take an hour on dialup just to download these items but I do think it will help.
Firefox
Mozilla | Firefox web browser & Thunderbird email client
NoScript
https://addons.mozilla.org/en-US/firefox/addon/722
AdBlock Plus
https://addons.mozilla.org/en-US/firefox/addon/1865
Flashblock
https://addons.mozilla.org/en-US/firefox/addon/433