Look at the message more closely. The fact that you "just got a new modem" could be the Antivirus or the Windows OS asking for a clarification. It recognizes that you have not used that device to connect to the internet before and wants an acknowledgement that it is OK. I see this on my laptop whenever a new internet source is encountered .
I'm trying to play some games online and basically the servers won't let me connect because they're saying I don't have internet, or there's an error or whatever. This was never happening before but I suspect the problem is that we just got a new modem and somewhere in there some IP settings got messed with and problems are happening. I have internet access but it's saying Unidentified network (No network access) on my internet connection. It's a wired connection and the modem is about 5 inches from my desktop, and I cannot figure out why it's saying unidentified network.

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