What Inland and Winfrey said.
You need to adjust your computer's power settings so it "never" turns off or goes to sleep. You may or may not want to change it back after your download completes, depending on whether you rely on it to turn itself off to save energy.
If you have a desktop, it's fairly simple:
1. Open Power Options by clicking the Start button Picture of the Start button, clicking Control Panel, clicking System and Security, and then clicking Power Options.
2. Under the plan that you want to change, click Change plan settings.
3. On the Change settings for the plan page, choose the display and sleep settings that you want to use when your computer is running on battery (if applicable) and when it's plugged in.
How-To Geek has pictures
http://www.howtogeek.com/howto/9090/learning-windows-7-manage-power-settings/If you have a laptop, you want to make sure it's plugged into a power outlet during the download. There may also be some laptop-specific settings for "plugged in" vs. "on battery."
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