COM porst dissappears

I am using arduino duemilanove, and i have following problem, I am using arduino to controll shift registers, through serial communication, and what i noticed is that com port dissappears sometimes, and when i disconnect arduino from usb, to plug in again, there is no com port, what i need to do is disconnect all the i/o from arduino, and then connect to the pc. Then connect all the i/o while running otherwise there is no com port... I dunno if this is computer problem or sth wrong with arduino...

this is what i see, when connecting arduino after com dissappeared