sql server is acting up nowadays

I am not sure whether this is a bug or something else altogether. SQL
Server behaves weirdly, losing connections for no reason... I wonder
whether this is normal, or I am thinking that this is abnormal because
I never faced this issue the past 4 years using Oracle.

The last I used SQL server for a high transaction database (SQL Server
2000), it did hold up well. Now 2008 is screwing my life and making it
miserable.