Cygwin unexpectedly exit

[orbita]

Hi, 

I've got this problem with cygwin. 
It unexpectedly exits whenever I'm in the middle of sth (typing some
commands, or just reading and leave the window idle). 
The window disappeared like some body presses Alt-F4.

Could anybody shed some light? It has been happening for many weeks.

Cygwin version:
$ uname -srv
CYGWIN_NT-5.1 1.7.7(0.230/5/3) 2010-08-31 09:58 
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