Loosing network connections

I am having a problem that I have tried to resolve in many ways but have had no luck. I am running Windows 2000 Pro with SP2 loaded. I have several network connections set up but after the box sits idle if I double click on my computer I will see all my network connections X out but if I double on any of them they will reconnect and open without any problem. I have already gone in to the policies and checked on the idle time but that didn’t seem to make any difference. Do you have any idea on what it is that I am doing wrong. Please advise, thanks.