If You are having problem setting autodisconnect in Internet explorer 6 , here is a tip for You Open Registry by going to START-RUN and entering REGEDIT and Navigate to

[HKEY_LOCAL_MACHINE\\System\\CurrentControlSet\\Services\\LanmanServer\\Parameters] and look for autodisconnect parameter. Change its value to whatever You want (in minutes).
Alternately You can try this from command prompt: net config server /autodisconnect:30 -to set the autodisconnect to 30 minutes. Microsoft have a detailed article dealing on this titled How Autodisconnect Works in Windows NT and Windows 2000 (Q138365)