Outlook Express disconnecting VPN Connection
As you know Windows and Outlook Express treat VPN connection as a dial-up connection. Outlook Express has a setting that disconnects dial-up connections after sending and receiving mail in order to free up your phone line. Since Outlook Express considers your VPN connection to be the same as a dial-up connection, it may disconnect you. To disable this feature:
In Outlook Express, from the Tools menu, select Options.
Click the Connection tab, and then uncheck the box labeled Hang Up After Sending and Receiving.
You are done !