Each time you log off from a Remote Access Service client the connections are disconnected automatically (e.g maintaining a VPN connection while login off and login in. To prevent this from happening: Click Start > Run > "regedit" and press the Enter key.
Expand the following:
HKEY_LOCAL_MACHINE > SYSTEM > CurrentControlSet > Services > RasMan > Parameters
In the right pane, double click on "KeepRasConnections" and set its value to 1.
Close the registry editor and restart your PC
Note that: For Windows XP (Windows NT), the "KeepRasConnections" is located, here: