I get the same message pop up (I am on verizon though) And it has happened even back when I tethered with my old E815. Random disconnect and no problems when I tried to reconnect. I have no idea what the cure is, but I believe there must be some program on the providers end that cancels idle data sessions to free up bandwidth or something to that effect.
And VZW knows when you are tethering, I had a $600 phone bill when EVDO got rolled out in my are years ago. No data plan or tethering option is bad.
