I vaguely remember the same thing happening to me with mine (when I had one).
Depending upon what OS version you are using, one of two things might be happening:
a) The USB port may be being turned off ‘to save power’, which is fixed by:
__ 1) Set the advanced Power Options dialog => plan_name (from list) => USB settings section => USB selective suspend setting = Disabled
__ 2) For each Device Manager dialog => Human Interface Devices and Universal Serial Bus controllers sections => device with Power Management panel => uncheck Allow the computer to turn off this device to save power box.
Note that if you change the port on which you plug in a device, the setting may have changed, so you might need to revisit them all again (as you will probably not know which port in Device Manager is currently associated with the device).
b) The maximum number of MIDI device entries allowed in the internal OS table may have been reached, necessitating use of MidiFixUtil.exe utility from m-Audio. Only likely with older OSs. You can also use USBView to clean out old USB device entries.