One thing to look at is the power usage, a lot of these USB dongles are set to drop connection to save power - check the screenshot and open up control panel, classic view, then follow those arrows... but obviously selecting the USB dongle from the network connections, or wherever it hides.
You want to un-click that part that says 'Allow the computer to turn off this device to save power.' - then it should stay connected all the time and also give more stable connection. This is definitely a factor with laptops, but I expect it could cause this issue in desktop PC's too.
EDIT: Duh, remember to attach the damn screenshot!