A big download is often best run overnight, when your neighbours aren’t competing for internet bandwidth and your PC isn't in constant use. It isn't the best option environmentally, but most people usually decide that it's better to take the hit on the electricity bill rather than stay up until the small hours.
To prevent your PC going into hibernation and prematurely terminating the download, you need to go into Power Options and disable hibernate and sleep. The problem is that then the computer remains on at full power after the download is done and you also need to go back and put the settings right afterwards.
Coffee is a simple program that prevents your PC from going into hibernation while there's network activity on a specified connection. It's pretty easy to get up and running. Once installed and launched, just select the network adapter that you want to monitor and pick the minimum download rate you want to use to keep the computer awake. Only if the network transfer rate drops below this will Coffee let your computer hibernate.
You can also prevent hibernation completely by clicking Sleep Blockers – this may need confirming via User Account Control. A new window called Milk opens, showing any processes that are using the network connection and ultimately preventing Windows from being able to sleep. Just press [F5] here to refresh the details shown.
To return your PC to its normal power settings, allowing it to sleep or hibernate again as necessary, just close the Milk window followed by the main Coffee window.