The problem is the connection times out while the game is loading from your hard drive to your RAM and video memory. On my system, it will actually freeze up hard, I have to hard reboot to get going again.
I have cured it by the following:
When you start AHII, click on the Offline first. That will load up your memory from the hard drive. Wait till your in the tower and everything has settled dow on your screen.
Then quit offline, but immediatly click on Online. You should pop right in, no lost UDP. Works great for me.