Calibrating battery on a Macbook: am I supposed to keep the computer running all the time?

It doesn't matter how the battery runs down; there's no difference whatsoever in the battery (or the computer) when your battery is depleted when the computer is running or when it's asleep. The battery's charge level will fall below the voltage necessary to power on your laptop - one way is just faster than the other. So, bottom line is that either way is fine - which ever you are comfortable with.