There could be a couple of other reasons than those already mentioned. Have you set your connection settings up ok and are you using a mail client like outlook or outlook express?
Check your internet connection first...Tools, Internet Options, Connection. Make sure Always dial a connection is selected, rather than never dial. Then in the dial up box where it should have the name of your broadband connection supplier, highlight this and click on Advanced. Then ensure that none of the "disconnect if" options are selected. Go back one and where you clicked on Advanced before, now click on Properties then the Options tab. Ensure your redialling options are as you want them (ie redial for x no of attempts; redial after 1 second; idle time before hanging up NEVER and click the redial if connection is dropped box.
If the connection is ever dropped, it should automatically redial for as many times as you've indicated to get reconnected. If however, the server has dropped the connection due to high traffic, it can take some time!
Also, if you do use Outlook or Outlook Express, there's an option somewhere to DISCONNECT after sending and receiving mail so this might be happening. This is normally found whilst you're in Outlook or OE by clicking Tools/Options and then making sure that Hang Up After Sending/Receiving is not checked. Whilst you're there, click on the Change button and ensure all your internet connection settings are same as you set them up seperately through internet options.
Hope this helps, if indeed that might be what's causing the problem.