You're probably using Outlook Express. If so,
there's a setting in OE that disconnects you after you send or receive
mail.
In Outlook Express, click
on Tools at the top of the screen
Click on Options
Click the Connection or Dialing
tab
Uncheck the box next to Hang
up after sending and receiving
Click Apply
Click OK
If this doesn't do the trick, try this:
In Outlook Express, click
on Tools at the top of the screen
Click on Accounts
Click on the Mail tab
If there multiple accounts
here delete any unused accounts.
If an account is configured
to use a connectoid that doesn't exist, it will disconnect the current
dial-up connection. This may also occur if an account is set to dial
some other dial-up connection than the current one. If any accounts
have an entry other than Any Available listed under the Connection
column:
Click on that account to select
it
Click on the Properties button
Click on the Connection tab
Uncheck the box next to Always
connect to this account using: