Anzio, and telnet in general, is a connection oriented protocol, requiring the connection remain up during a session's duration. However, network devices, traffic, auto-disconnects, etc., can cause the connection to be lost. Neither Anzio nor Windows has an auto-disconnect feature, but are dependent on the network staying active.
Sometimes you can fine tune the TCP/IP parameters to not respond quite so quickly or to retry more often before determining a connection as severed.
With the latest versions of Anzio Lite and AnzioWin (version 12.5 or later), you can also set an option that will occasionally send a single keep-alive packet to the host. In most cases this will work fine in keeping a connection open, especially over the Internet. However, remember that in doing this you are actually hiding some other issue that may cause problems down the road.
This option can be set in version 12.5 by doing a hexpatch command to the default file:
f (to get to the Function line) HEXPATCH 18c2 05
To use this feature in version 12.6 or later, go to Communicate:Network:Stay Alive, and enter an interval in seconds.