Actually, since I started to trade with roboforex I've no longer experienced this type of problems, with other brokers trading sometimes become practically impossible due to mt4 lags, I think it's something related to servers and connectivity quality rather then bad luck or some black hat tricks from the brokers. But it still frustrates when it happens at the moment you decide to take your profits :) hhh i know.
Next time this happens to you try to check your cpu load, if it's too high then close some unnecessary processes, if not check your rooter's upstream (normal upstream value for ADSL should be half the downstream, for SDSL should be equal) if the value isn't normal you have a bad quality connection so try reboot your rooter.
If this didn't solve the problem try connect to another server by clicking on the connection status in mt4 (bottom right) and select another one from the list.