How to keep Mac alive during internet connection/download

Since OS X version 10.8.1, my Mac cancels the wifi connection and switches to standby mode, despite having an active download.

I can remember that the one advantage of the Mac was that I didn't have to do anything for that. The Mac stayed awake during downloads, so I could leave the house and if the download is finished, it would switch to standby mode.

But now, it activates standby despite downloading.

Here are my energy save options:

Is this a bug? How can I keep my Mac from going into standby mode while downloading?

I have Mountain Lion installed (10.8.3).

Caffeine is a nice tool that prevents your mac from sleeping / going to stand-by.