How to keep my mbp awake while downloading?

[Trance]

I'm new to notebooks in general so the sleep thing is new to me.
When I download large files (anime) my macbook pro goes to sleep even when I turn the sleep settings completely off after awhile it's asleep, any tips?

 

[SuperJudge]

I've had success with Caffeine in the past. It's worth a shot since it's freeware.