DSL problems

Don’t know if this is the right forum for my question.

I have shared a dsl line between three computers, using a 4-port linksys router. Everytime I type the url of a non-existent page, I get disconnected. When try clicking on a link the “connect” box popsup. Of course, that’s solved by clicking on “connect” and it goes through… but is’ anoying.

Can anyone comment on this ?

Thank you very much!