What do the logs show? What kind of error message are you getting? For more information about logs, see Examining Log Files. Logs are a good place to start your troubleshooting.
What are you trying to do when the problem occurs and how are you doing it? What is the sequence of events?
Does the problem occur every time you perform the same type of operation, or does it seem random? Can you reproduce the issue?
Have other events or problems occurred that could possibly be related, such as web sessions closing early, exceptions being thrown in your own application logic, components not being correctly deployed or undeployed?