Can you lock a window open?

I've been having a problem that I can't seem to solve. Command-k allows me to connect to the company server quickly, at least it does the first time I use it after startup. If I close the window to the server, subsequent connections take forever.
Our IT guy fixed it once, but the problem is back and he's part-time and not around. It seems that installing a system update undid his fix.
I figured out a work-around, that is IF there's a way to lock the window open so I can't close it, then I don't have to worry about slow connection times after the initial connection.
Does anyone have a way to "lock" the window open? If the red dot could be disabled this would work.

That's what I usually try to do, but sometimes I close it before I realize that I don't want to, and then I have to wait a long time to reconnect to the server.
I'm pretty sure I've seen windows that don't have the standard "red, yellow, green" buttons in the upper left. Usually opened during an install or something. I was hoping for some hack I could apply to the window I want to stay open.

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