You may be having a problem with your router or connection between the two machines. KeyClone will connect and stay connected if your hard wiring between the network components are good.

Are you connecting your 'slave' machine to your 'main' machine? In the title bar of your 'main' is the address of that machine. In your 'slave' KeyClone, go into the settings and enter the address on the titlebar of your 'main' computer. It is under General I believe.