Here is what I found that seems to work.
Push the small reset button on your unit and this will reset the unit. It normally saves most settings except for the stations and some audio settings. This should bring it back to life.
I found that I lose it if I turn the car off before I get the nag screen. If I wait until that screen shows up before shutting off the car, I do not lose the MSN direct. I do shut it off before the nag screen (ie in under 30 seconds normally) I will lose the MSN and get the connection status screen and have to do the reset.
Hope this helps.
M