I think you are either being killed by a database "sweeper" process (see Gail's response) in which case you can see that in the SQL Error Log (look for "kill" in the entry), or you're running into some kind of session timeout (as opposed to a connect or command timeout). If its a session timeout it could be a web server config (as Lowell mentioned) and I have also seen aggressive firewall policies do things like that too.