I am a complete novice so I am sure this is easily sorted by anyone who has a little knowledge...
When downloading it is incredibly frustrating that my internet connection stops after 20 minutes of no activity - Is there any way to turn this off just to download? If so - a step by step instruction on how to do it would be greatly appreciated.

What type of connection do you have?

If broadband or DSL it should not go off.

If dial-up you may need to contact your ISP for options to stay connected.