I'm wondering if anyone else has had this problem and if there is a solution. Frequently (but not all the time) if I'm running an application from the storage card and then I turn off the phone when I turn it back on the application simply disappears. It's definately a crash since the application state is not saved. It doesn't always happen but it happens frequently enough that I usually try and manually close the application (thus saving it's state) before turning off the phone. It's pretty annoying.

Is there some sort of registry setting -- maybe a timeout value -- that would eliminate this problem?

I'm pretty sure the phone powers down the SD card slot to save power. If you use AvantGo and load it onto the SD card, every time this happens you'll get an error message from AvantGo saying it was missing files. I think the only solution is installing those applications on the normal memory.

You are correct sir. This is why programs like today screen plug-ins need to be in main memory, the card is "disconnected" when the phone sleeps.