If you map a drive to a network share, the mapped drive may be disconnected after a regular interval of inactivity, and Windows Explorer may display a red "X" on the icon of the mapped drive. However, if you try to access or browse the mapped drive, it reconnects quickly. This behavior occurs because the systems can drop idle connections after a specified time-out period (by default, 15 minutes) to prevent wasting server resources on unused sessions. The connection can be re-established very quickly, if required. To fix this problem automatically, use the website link below:

From Microsoft Website: http://support.microsoft.com/kb/297684

I've reproduced the steps from the Microsoft website in case the instructions become unlocatable:

Registry Editor

WARNING: If you use Registry Editor incorrectly, you may cause serious problems that may require you to reinstall your operating system. Microsoft cannot guarantee that you can solve problems that result from using Registry Editor incorrectly. Use Registry Editor at your own risk.

Use Registry Editor to increase the default time-out period. To do this, follow these steps, and then quit Registry Editor:

NOTE: You cannot use this method to turn off the autodisconnect feature of the Server service. You can only use this method to change the default time-out period for the autodisconnect feature.

1. Click Start, click Run, type regedit (Windows 2000 or Windows Server 2003) or type regedt32 (Windows NT 4.0), and then click OK.
2. Locate and then click the following key in the registry:
   HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\lanmanserver\parameters
3. In the right pane, click the autodisconnect value, and then on the Edit menu, click Modify. If the autodisconnect value does not exist, follow these steps:
   1. On the Edit menu, point to New, and then click REG_DWORD.
   2. Type autodisconnect, and then press ENTER.
4. On the Edit menu, click Modify.
5. Click Hexadecimal.
6. In the Value data box, type ffffffff, and then click OK.

NOTE: The client-side session is automatically disconnected when the idling time lasts more than the duration that is set in KeepConn. Therefore, the session is disconnected according to the shorter set duration value between AutoDisConnect and KeepConn. To change the time-out duration in the client-side during a UNC connection, specify the arbitrary time in KeepConn.
Locate and then click the following key in the registry: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Service\lanmanworkstation\parametersValue: KeepConn
Data type : REG_DWORD
Range : 1 to 65535 (sec)
Default value: 600 sec = 10 mins

Command Line

NOTE: If you use this method, you may turn off the autotuning feature for the Server service.

To change the default time-out period for the autodisconnect feature of the Server service, open a command prompt, type the following line, and then press ENTER

where number is the number of minutes that you want the server to wait before it disconnects a mapped network drive. The maximum value for this command is 65,535.

NOTE: If you set the autodisconnect value to 0 (zero), the autodisconnect feature is not turned off, and the Server service disconnects mapped network drives after only a few seconds of idle time.

To turn off the autodisconnect feature, open a command prompt, type the following line, and then press ENTER: