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I assume you are being disconnected from the server. You may need to check with the brokerage, but you can check the journal for more information. From the "Terminal" at the bottom of your MetaTrader window, click on the Journal tab. Based on the message you receive when the MT4 logs off, you can probably tell if the log off was initiated by the broker or by your computer.
For example, the following are four lines from the Client Terminal's journal:
2009.01.22 11:27:39 '######': login
2009.01.22 11:22:39 '######': ping failed
2009.01.22 11:20:59 '######': login
2009.01.22 11:20:54 '######': connect failed [No connection]
The message at 11:20:54 probably means that I was disconnected by the broker.
The message at 11:22:39 means that my local PC lost connection to the trading server. (I literally unplugged my computer's ethernet cable.)
If you are receiving "connect failed," you should contact the broker. If you are receiving "ping failed," then you might have a problem with your local network or PC.

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