We ran into a problem recently where users on a Windows 2008 R2 terminal server would lose their connection to SMB shares. Fully-qualified domain names do not get disconnected.
There is a Hotfix from available from Microsoft that fixes this problem: http://support.microsoft.com/kb/2194664. The Hotfix is integrated into into Windows 2008 R2 SP1 and the next Windows 7 service pack.