Normally when UAC kicks in, the network connections are reset because it is an another session. To have the same network connections after the UAC prompt is passed, you have to enable LinkedConnections. THis can easily be done in the registry.
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System] "EnableLinkedConnections"=dword:00000001
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More information: http://support.microsoft.com/kb/937624