Lose internet every time I log off

I have a Vista laptop with a Wireless G internal device. I connect to the internet via a Belkin N router (F5d-8236-4) and cable modem.

The connection is great, until I log off of Windows, or switch users. Then, I lose the connection, and have to not only disconnect in Windows Network Manager, I have to unplug the router's power cord, and re-plug it. This is quite a hassle, due to the out-of-the-way location of the router.

Is there some setting I do not have set right, or is it a bad router? I mean, when it is connected, I am thrilled with it. But this problem is a major headache.

Thanks in advance for any assistance,

Shane