Well, "open folder(sic) windows just disappear" is not a very precise description. Does it happen before your very eyes with animation? Does it happen when you intentionally close another window on top? Does it usually or always happen with the same Finder window(s)? Is there some other action you take just before noticing that some open windows have closed? Are you using multiple Desktops? Does this happen across Desktops, or only in the one that you are currently working in? etc. (I'm sure other members will come up with better questions.)