Have you checked in your power settings to make sure it is set up to do this?
Check in "Control Panel" and then "Power Options". Next click "Change plan settings", next to the one you are using and on the next screen click "Change advanced power settings". In this new window, check at least "Display" and "Hard Disk" to see if either is set to turn off at any point. You may wish to check the other setting areas as well.