New to Alienware...questions about power down and such?

My first Alienware Aurora R5.  I notice that when I was downloading some of my games, the computer would go into sleep mode or shut down the internet so the downloads stopped during the evening.  I did notice the Alien Fusion and the sleep modes were scheduled to go into sleep in 20 minutes.  I have since changed these but I do not see anywhere you can choose not to shut down anything...any suggestions?  Thank you.