If your machine keeps disconnecting then you'll have to reconnect.

One way that works on Windows without re-entering the password is to use Windows Explorer to open a window on it. Just

system("start E:");
[download]

(if E: is the drive letter for the share) should do.

Of course, after a while, you'll end up with a bunch of windows (or 1, at best) that you don't need. Oh, well. :)