I found that the connection drops during playing and realised that it was when I was getting a bit physical with the controller (ie shaking it about a bit). It seems that the battery connectors come apart from the batteries when you shake the controller. To see if this is your problem just ry shaking the control quite hard and see if it switches off?
Take of the battery holder and use a small screwdriver or a knife tip to open up the metal tab in the middle of the battery holder a tiny bit more, then refit and enjoy.