I used to have this problem with Utv's Blaster modem/router using USB port. Solved it on taking advice from their technical support.
It will always stay connected if you do the following: Go to http://192.168.1.1/doc/index.htm
Switch to Admin mode, then click on WAN configuration. Under
PPP configuration (optional) you'll see:
Enable auto reconnect to ISP when lauching web browser? If you enable this, it will prevent disconnection. Hope this works for you.