Weird but frustrating

[droidzilla]

I don't know if anyone else is have this problem I I'll bet it's a really simple fix.
when I load adb shell in command prompt it will start the process then it says

Error: device not found


for some reason I can use it then I'll come back to do something else and I will get that error??? I'm running XP home...And yes the phone is hooked up to the USB cable to the computer..