I just got an AUP notification stating that I downloaded a movie that I have no idea of what it is even about. How do I deal with this and prevent it from happening again. Nobody else has access to my modem or internet.

Believe it or not, there are MANY ways this can happen. There are multitudes of software out there, things like Popcorn time, Showbox, Stremio, Kodi, Crackle, Cinema APK (HD Movies),Terrarium TV, Titanium TV., CatMouse APK., UnlockMyTV,  TeaTV, CyberFlix TV, TVZion and more. These all and others use bit torrent to allow you to watch tv shows and movies on cell phones, tablets, computers, tv's, fire tv, and other methods. 

When you say no one else has access, no spouse, partner, kids, friends? I know someone who had a friend come over, gave him the wifi pwd, and next day they were suspended, seems their friends phone was downloading a movie.