To my knowledge, this has absolutely nothing to do with you loosing connection. This refers to the game's inability to correctly connect over an IPX/SPX network. That kind of network is something that you might use in, say, a LAN party, or some local network in your home. IPX/SPX works for your local network in the way that TCP/IP works on the internet.
So like I said, it has nothing to do with your online gameplay. If your connection is dropping, the problem is something else.
I THINK you can disable that message entirely by using the "-noipx" parameter on your DODS shortcut.
