In either WinDoze or OS X, you can specify the power management setups. My guess is that you wouldn't want the hard drives to turn off, but certainly the monitor can go off. As for the "sleep" and "hibernation" modes, those are ususally settings that maintain a backup of your current configuration and the work in progress on the desktop if you leave it, so I'm pretty sure that setting would not be advisable if you're doing an unattended download.