I get the "Lost Connestion To Host" message.
It could be lag, it seems to happen almost everytime the track is changed. I'm the only one it happenes to also, my PC is up to spec and I am not running 56k or anything silly.
When I had a shitty computer I had that happen to me. My iMac doesn't have the same issues. Easy way I think would be to expand the connection time out on the race setup screen.