Note that if you're getting the blue "Lost connection to Mapserver" message in the game client, that has nothing to do with your actual network connection.
That message indicates a communication problem between the COH client and Paragon Chat's translation layer that runs on your computer. All of that happens over the loopback adapter and is unaffected by your network connection.
If you lose the connection to the XMPP server, you won't get the LCM message, but instead will either see players stop moving, and eventually get an "XMPP link disconnected" message in the chat window and see other players disappear.
The main reason you'll see this message is if Paragon Chat either is closed or crashes (though I haven't seen very many reports about PC itself crashing). If it happens intermittently while your system is busy, there may be resource contention causing the COH client and Paragon Chat to fight over limited resources. Low memory is the most likely suspect, as both require quite a bit of RAM. That's mostly unavoidable for now as PC needs to load a copy of the zone geometry in order to properly handle movement messages.
One edge case I know about is that if you have the debug window open, dragging the scroll bar in the console window freezes the entire Paragon Chat process and will result in a 'lost connection to mapserver' state until you release the mouse button. That's just Windows and there isn't anything I can do about it, so that one boils down to "don't do that".