Help!! No internet connection when playing games

Hi.. i recently bought my 1st customize pc.. in the 1st week of usage it is good. no problem to ask. but one day i open my desktop and try to play online games like DOTA2 but it doesnt feel right because i cant play it because i'm lagging to much after that i try to download something on the internet to check if my internet slows down. but it didnt it is just the internet speed i known to be, and then i try to download again on the internet to check the connection and it is great, i resume downloading and try to play some offline games like euro truck simulator 2, and i notice that my internet connection goes down when im playing games even if it is offline. pls help me!!! to fix my problem!!