Steam stops downloading when my PC is locked

A friend had a same problem. I asked him if it's still happening and he said that he found out windows was allowed to turn off the network adapter. This probably only applies to wireless adapters, especially USB ones.

How to fix that:

  1. Go to devmgmt.msc
  2. Find the adapter under Network adapters
  3. Uncheck the checkbox that is checked on this image: enter image description here

This is not steam specific. I will test that no other problems happen.

If you found another issue specifically in steam, please post another answer, it can help other people!