When I encountered this problem, I thought it was related with our corporate firewall. However, come to think of it, I had Spy Sweeper installed on the computer. Instead of uninstalling the program, I reinstalled it and the problem did not reappear.
My Citrix server also had the problem, after 10 minutes no ICA or RDP clients could connect to the server and this event would get logged in the Event log. The Microsoft technician instructed me to uninstall Spy Sweeper, which fixed my problem.
From a newsgroup post: "I just hung up with Microsoft Business Critical support to learn that HotFix KB840987 as seen through Add/Remove Programs is the cause of this issue. At least on servers with Win2k SP4. MS had me remove this HotFix using Change/Remove which immediately reboots the server when you click Finish at the end of the uninstall process". See the link to "www.talkaboutsoftware.com - Error: attempt to send a message to disconnected communication port" for the original thread.