I'm too lazy to find the links for you, but you need a couple of small freeware utilities to make your life easier. Keep using Agent as it's the best newsreader available, as opposed to dedicated binary file downloaders which are a completely different animal. To take care of the problem of getting cut off and Agent hanging, here's what you do.
1) Look for a program called "D.U.N.C.E" (Dial-Up Networking Connection Enhancement) which will automatically redial your ISP if you get cut off when away from the computer.
2) Grab "Task Monitor for Agent" and have that running while downloading while AFK. That will automatically check Agent for error messages, close them and resume scheduled tasks.
So, what happens is: Get cut off by ISP, Agent hangs, generates error message. DUNCE kicks in, re-connects to ISP, Task Monitor kicks in, closes the error dialog box and resumes the downloads. Was a lifesaver back in the days before broadband and I still use Task Monitor when downloading AFK in case there's a Newsserver timeout or other problem with Agent. Just do a search for the 2 programs needed, they should be pretty easy to find.