Hello Helly and Welcome to the board.
 
Well I'm not sure if it is the well known Microsoft mapping issue or not but you should at least read ALL 3 articles before modifying anything so that you are aware of the consequences of the different methods to work-around this behavior
 
Mapped Drive Connection to Network Share May Be Lost
http://support.microsoft.com/kb/297684/EN-US/
 
How Autodisconnect Works in Windows NT and Windows 2000
http://support.microsoft.com/kb/138365/EN-US/
 
Server service configuration and tuning
http://support.microsoft.com/kb/128167/EN-US/