So we wrote "Tether Check". Tether Check's a Windows app that runs in Desktop mode and sits in the system tray area monitoring your internet connection:
It's perfect if you tether your laptop to your mobile phone / 3G dongle / etc because without it, it's virtually impossible to know whether you have reception or not on your phone without pulling your phone out of your pocket.
When you go out of reception, a semi-transparent alert appears in the bottom of the your screen so you know that internet applications may be unavailable. More importantly, when you get reception back again, another alert lets you know you can continue to use the internet.
We found that it massively decreases the stress of working on laptops when out and about, because you are no longer blind to your phone's internet connection. Having feedback on when you have or don't have internet access means you can focus on other tasks when you're out of signal.
Tether Check also gives you a graph showing your connection history over the past few minutes so you can see how reliable your connection has been before you do something critical like make an on-line purchase.
Try it for free and let us know what you think!