Now, don't I feel stupid for not looking into bios setup? Yes you're right, it was set to suspend via DPMS after 40 minutes. I've disabled it and didn't have time for test whether or not that was the reason of my problem, but that must have been it. Thank you very much !!
Since you were so quick to answer, perhaps this is a known problem, but still to let you know, W2K gets outright killed when this happens, on linux just X server dies, so if there's a way, perhaps this should be fixed.
Thanks again for your help.