Thanks TCS and sprocket.
I checked my User CP settings, and the setting was "yes" to browse board with cookies. It was worth checking though.
I have had the same problem both from home and work. Both are DSL broadband and we don't tend to experience being dropped offline. Is that what you meant, sprocket? But I have wondered whether there is a time limit on composing a post. Also, I can have other things open that are not lost (I often have the weather page, updating the weather automatically open in one browser window).
I have also wondered whether there are more and less problematic ways of logging onto pprune. For example I have tried to work out whether being dropped happens more if I am have begun my visit to pprune by browsing without logging on, then decide to reply to something, and select "post reply" and although you go through the login windows, you then go straight to replying to the post, and it seems to happen often if I log on that way. It's not only that, though, as today it also happened when I went through the first opportunity logon.