Computer shutting down

[Peter]

If I leave my computer whilst it is downloading it shuts down after an
hour and I lose what I have been downloading - in this case Open office
(a 32mb download). This has happened 5-6 times.This does not happen
under windows so it must be something to do with Linux.  I have set
Power management to never for putting the computer to sleep. Can anyone
help please.
Peter