Why does my dog howl?

When I leave the house to go to school,my mother says my dog howls. Like a wolf. He throws his head back and everything. He howls about 5 to 6 times and just lies there at the door, moping. Even if I get out of the car he scratches at the windows and howls. He's not a big dog, he's a small little maltese! When you look at him, you would have no intention that such a little dog would let out such a big howl. But... why does he do it?