This problem first came to my attention when the Thrustmaster H.O.T.A.S. Cougarwould periodically
disconnect from the computer - usually as I worked the rudders during final approach!
Computer Pilot
ran an article on this in a 2003 edition. The problem is Windows XP being a little over zealous in it's power management regime.
Click on start :
XP Control Panel
Performance and Maintenance
System
System Properties
Device Manager
USB Device - right click to "Properties" - then DESELECT
"Allow the computer to turn off this device to save power"