The internet connection I have at the place I'm renting has a habit of disconnecting everyone connected to it. There is nothing I can do about it.
However, when I complete a level and it kicks me off, and I try to log back into the game, it is very frustrating to have to start all over, especially when it takes 20 minutes or more to clear a single T3 floor. If I get disconnected, the game just hangs at login, so I have to close the program. And when I go back into it, I'm back in Haven.
Don't close Spiral Knights by closing the client (quit button or Alt-F4). That will log you out and thus return you to Haven next time you login.
Instead open task manager, find Spiral Knights, right click and choose Go to Process. That will take you to a java.exe process. Right click and select End Process.
When you kill Spiral Knights this way, the server will consider you being disconnected instead of logged out. This gives you a 15 minutes window to log back in, and when you do, you will be taken back to where you were.
However note that if you are solo'ing, your knight is vulnerable before you log back in. If your knight is killed, you only have 2 minutes to get back in, or the revive timer will kick you back to Haven.