Disconnecting a session can be a pain, but also useful, eg, if you have to leave something running, like I do sometimes with updates, you set it running from home, then connect to the session at work and keep going.
You can set the Amount of IdleTime before session is closed in the Policy, which will say after 3 minutes for example of not doing anything, it will disconnect the session.
This will fix most of the prob's u will see with disconnected sessions.
Other thing you can do, is look here at the GroupPol settings for TS...
http://www.microsoft.com/technet/treeview/default.asp?url=/technet/prodtechnol/windowsserver2003/proddocs/datacenter/ts_con_h_100.asp
looks pretty useful.
hth