Do you have any group/local policy settings being pushed to the station regarding shutdown/logoff/reset/etc. I know you can set things to "disable install updates and shut down" or "make logoff the default action", etc., so I'm wondering if it's possible that using the method LMI does to "lock" the screen, perhaps a logoff is being initiated instead.
Also, what are the settings in LMI set to? If you un-tick the locking check boxes, does that resolve your issue? If you go to the Advanced settings and turn on logging, does it show anything around the time this is happening to you?
Also, what happens if you lock the station and then disconnect? Does that resolve it?
**EDIT**
(sorry I just realized this is LMI Rescue, not regular LMI - I would suggest you call support, although you could also try removing the plug-in and redownloading it. Not sure where the LMI stuff installs to, though.)