Wireless internet problem

I have a Vista OS on my laptop (I didn't choose to install it. It came preinstalled) and out of habit from my old laptop, when I leave something downloading on torrent, I just close the laptop lid but when I do this, the wireless internet turns itself off. Following the advice of someone who said to:

Network > In the search box type device manager > View hardware and devices > Network adapters >Right-click yours, properties > Power management tab

But I did this and it still disconnects the internet connection

Your hard disk might be on a similar power-down feature from closing the laptop; while transferring, the hard disk might disconnect, causing the Internet connection to also disconnect.  Well, now that I type all that out, it sounds unlikely.

Also, make sure your power-management settings are correct in both Windows and your BIOS.