How can i create that in the first frame i connected and sign in and in the next frame i'm still connected and signed in, just like you go in a mmorpg from one level to another and you don't have to connect again?
As far as I am aware, you can't stay connected over frames.
So on the second frame you'll have to connect again.
Just store the IP address in a global string and then do a Start of frame --> connect to IP on port 1203
.etc. Or you could use a hidden application to connect you to the server, and then your game communicates with the hidden application using GFO. That's something that has just come into my head and something I've never ever tried before.
The only reason non-mmf games can stay connection while traveling to various 'levels' is because they aren't really leaving the "frame" if you will, because they don't have a frame. They just dump everything, and re-load everything for the next level. If they don't want to disconnect, they just keep the connection.
If you want to do this, you could 'simulate' this by simply doing just that, create the level with a custom built editor or something, then wipe the level and re-generate it for the next level.
Or you could do what Flava suggested, but here's a little tip you could do with that.
If you wanted to make it so that players didn't see you disconnect and re-connect every single time you traveled levels. Right before you travel a level, send a message out to everyone saying something like "lvltravel" and when they receive it, they will ignore you ever signing off, and ignore you signing back on. Once you sign back on, they will stop ignoring it, so that if you sign off again, then they'll see it.
Actually yeh completely forgot about the sub-app.
You can use a sub-app right in the middle of your application which will display all the levels and everything, and then your main-app will be the one that connects to the server and it will stay connected (because you won't need to change the frame of the main app). You'll still need to use the global function object to send stuff to your subapp though.