Ah, the sound of a dial up modem.
Then when I got NTL broadband at 512kb/sec, I'd get sent a link from friends in school via MSN Messenger to download something as I had the quickest connection, burn it to a CD and take it in the next day. Also when there was with dial up and NTL broadband cable having it on one PC and a 10Mb/Sec network that was shared across the network, going to turn the PC on and using it at another over the network. Then I remember getting a router so I could move the USB connected modem off the one PC it was connected to and use the network socket on it, then I didn't have to turn one PC on to use the internet in my bedroom.
As for gaming, I doubt it works now, I've not tried it, Age of Empires, and then Age of Mythology, then the Titans Expansion. That would be another use for MSN messenger, get in from school and the simple message, AOM?
As for sites, Yahoo Auctions springs to mind, you would buy or sell something and send/receive a cheque in the post. Did seem so much more genuine than eBay, I'd often sell things, one auction ended for way less than expected and this guy sent me another cheque in the post after I'd posted it out because it had sold for less than expected and he didn't feel right getting it for that price. I seem to remember there wasn't a sellers fee, then there was the online payment thing before PayPal.
I think with the likes of Yahoo Auctions, because it wasn't moderated in the same way as eBay the buyers and sellers had to be a bit more genuine on there.