GPRS providers will not keep an idle link open indefinitely; how long, exactly, depends entirely upon your chosen service subscription with your chosen provider.
Some providers will close the link after a very short period of inactivity - possibly 15 minutes or less.
Apart from this, you must remember that GPRS is a radio link - and it is in the very nature of radio links to experience drop-outs.
Therefore your application must be written to cope with the link becoming unexpectedly unavailable!
and, more importantly, be sure to close it cleanly when you’re done!
which could simply be that you are assuming that the link is up - when it isn’t!
FAQ: FAQ forum/wiki?
FAQ: viewtopic.php?f=7&t=3766&start=15#p18220
and: viewtopic.php?f=7&t=3766&start=15#p18378