It's a special 56K modem that has a gaming mode, which you can switch on and off.
When turned on, it only recieves those signals necessary to play a game online, which greatly improved performance. When you want to surf the net, you just disable the gaming mode.
Mine is made by US Robotics. It was about $60.
Since DSL or cable is not available in my area, buying one was the best solution for my needs.
I find your lack of faith disturbing.