If you are still having problems with this, the first place to look is in the Windows Application Events log - you should see the reason (eg manual shutdown requested) why the server was stopped.
You can also get the database engine to write its own console log to file with the
server start up option - that may give you more detailed information.
It's important to check that your connections aren't specifying the AutoStop connection parameter or the Stop Database After Last Disconnect ODBC setting. This only applies if you are asking the connection to automatically start the database engine if it is not already running - NOT if you are running the database engine as a service.