Are you sure it's the dongle? Other users have reported inconsistent problems recently. It is possible it might not be the dongle. What version of MyDMX are you using?
I've used both September and April 2010 and they've given me problems. Dongle acted fine.
I ALSO do agree with having a spare. This is one area I'm exploring and will address within 60 days. The MyDMX software is the core of my lighting these days.
Also, make sure you disable wireless and power savings, disbale your screen saver, disable monitor and drive turning off, and run on AC power, not battery. ALSO ALSO, ensure the MyDMX hardware is plugged in after boot up!!