If you aint got someone at home turning off your system, it sounds to me like your "system standby" or "system hibernate" are set to turn it off after a set time. even if you are d/loading, some systems still take this as being "idle" and will hibernate or standby.
to change it, Control Panel>Power options.
[Edit. Think maybe you mean someone is shutting it down after using it while you are not there. Maybe ask them not to turn it off?]