How do I keep a server connected as a volume after sleep?

TTry this:

Add

/- auto_afp

to /etc/auto_master. Then, create /etc/auto_afp with a line like

/Volumes/MyShare -fstype=afp afp://computername/sharename

Make sure the permissions of auto_afp match auto_master

Take a the following for more info: http://images.apple.com/business/docs/Autofs.pdf