We noticed that when connecting to the console window of a Virtual Machine on a hyper-V host you get a "Connection was lost" message without an obvious reason. This is possible when your remote administration workstation or server is multi-homed (it has 2 NICs in the box, say a LAN and Wireless NIC) and both NICs are active.
The solution is to go to the Start => Control Panel => Network Connections. Once there, select Advanced => Advanced Settings in the menu. A new window will appear. Notice there are 2 connections available. Change the connection order and try again. Another possible workaround is to disable the other nic.

