HTC Inspire Wi-Fi gets disconnected.

Hi,

I bought a new HTC inspire and this is my first foray into the Android world and Android devices. The WI-FI on the HTC Inspire very easily detects my home wireless connection. However, I have noticed that if not used for a while, the phone disconnects from the wi-fi. If I go into the Wi-FI settings, i see it that the phone is connected to my home wireless connection. But the status displays " Disconnected".
I went into the Advanced setting for Wi-Fi to set the Sleep Policy for the Wi-Fi to "Never" and still I see this happening.
Is this normal? Is there anyone else facing this issue as well ?  Please advise.

Thanks !