Auto disconnect problems

When I log off the web, a small dialog called "Auto disconnect" is supposed
to come up, giving me a choice of staying connected, disconnecting now, or
by checking a box disabling auto disconnect altogether. I have never checked
that latter box. Yet this for me very useful feature seems to have a mind of
its own. It only appears about half the time. I searched all over the place
to see if I can find some option, preference, or property whereby this
feature is controlled, but I cannot find it anywhere. What can I do to make
this feature work *every* time I log off? Your help greatly appreciated.
Gedeon