An important part of the functionality of the stick in your home is for the addresses given out to the devices on your network to not change. Many linux routers and firewalls will normally assign the same address to the same device, however, most home routers will just hand out the addresses in a first come first server basis, and this can cause the stick not to work properly.
For instance, if you setup your stick on your wifi network; your router will assign the stick an 'address' and that address is used to communicate with the other devices on your network. Such as your PC. The shortcut placed on your desktop by the setup wizard, will use the address assigned to the stick. If that address changes on the stick the next time you plug it in, then the shortcut won't work and you will have to plug the stick into your PC/Mac and run the setup wizard again to create a new shortcut with the proper address.
Also, the stick uses the 'address' of the PC to connect to the shared folders on that PC. If that address changes, then the stick won't be able to access the shared folders.
The solution is to have the devices on the network not change their addresses.
1) For the PC/Mac/other device sharing folders
a) You set a static IP address on your PC/Mac/NAS device. Please follow the instructions for your OS to change the IP address of your machine to a 'set' one, not a 'dynamic' one. This is very practical for a NAS device (such as a shared USB disk on your home network) but might not be preferable if you move your laptop around to other networks (such as work) because the IP address you assign to your machine might not work on a different network.
The best way to accomplish this is to tell your home router to only give the same address to the same devices. You make this change on your router config page, and it is usually called 'DHCP Reservation' or something like that. It will be in the DHCP section of your router config. If you go to your router config page while the stick is connected, you will see the IP address of the stick, and the MAC address (a special address that computers use to uniquely identify the device).