The Vault Radio player is programmed to stop playing if you have not interacted with it in three hours. "Interacting" is clicking on any link in Vault Radio; Options, Tell A Friend, modifying volume, linking to posters, etc. You may have to also login again because your session with our website has expired, again if you have not interacted with it.
We do this to save on bandwidth costs. We know you may enjoy listening uninterrupted, but in the streaming world, if you simply "leave the radio on" it costs us money. This feature prevents people from leaving the radio on all night long.
We think it's a minor inconvenience; when you do re-enter Vault Radio it will begin playing at the last song you were at.
Cheers - MrPC