Depends on the version of the OS you are running. Windows 8 enabled low power states for these devices by default. Windows 7 has this turned off by default.
Go into control panel, find device manager, find your wireless device, select properties and find the power management tab and tell the driver not to go into low power state by selecting high performance.
low power reduces power to the transmitter. The effect is the same as if you walked your machine a extra 100feet from your router. (connected speed drops down until you get disconnected, you still see the router but your machine does does not have enough power output to the to send over the distance.
if it is not that then I would update the drivers for the wireless device, errors in the device drivers will cause the router to disconnect it.