Windows comes with some default power settings, which force the computer to enter sleep mode if you don't press a key or move the mouse for a few minutes. Generally speaking, these settings work well. But sometimes you might need to temporarily prevent the computer from sleeping. For example, if you're downloading a large file or keeping an eye on a particular web page that keeps refreshing itself automatically.
In such cases, you have 2 choices. One is to temporarily change the power scheme settings, and then remember to change them back afterwards. The other is to download a tiny utility called Insomnia, which you can get from http://blogs.msdn.com/b/delay/archive/2010/12/14/no-rest-for-the-weary-free-tool-and-source-code-to-temporarily-prevent-a-computer-from-entering-sleep-mode-now-available-for-net-32-bit-and-64-bit.aspx
The download is 0.4 MB, and is a Zip file containing 3 versions of the program. One is the .NET version, which you can safely ignore. The other 2, which are only 0.08 MB each, are native versions for 32- and 64-bit Windows. There's nothing to install - just run the .EXE file by clicking on it. At which point, a window pops up to tell you that your computer is now in insomnia mode, and won't go to sleep while that window is open. It's as simple as that.
When you've finished watching that web page, or downloading that file, just close the Insomnia window and your computer will return to its normal sleep pattern.
My thanks to Panzer for telling me about this useful utility.