Yeah, I know what you're talking about, it's happened to me before too. But remember, sometimes there's actually a problem with their connection, or the game crashes or whatever, so it's not always their fault.
A good idea might be to have the player still in the game get wealth when the other guy quits. It would be REALLY nice to have some way to separate actual connection issues from sore losers, but I don't know how that would work.
That was so funny, I laughed twice.