Check out the following tutorial and see if it helps - it includes ways to enable or disable devices to awaken a computer from sleep mode: Power Options and Sleep Mode Problems
Here's a tutorial on how to awaken a PC to perform a task scheduled in task scheduler: Task Scheduler - Wake Up Computer
Here's a tutorial on how to change the return to sleep mode time for unattended tasks that awaken a PC from sleep mode: Sleep Return Timeout for Unattended Wake Up
I'm not certain how to prevent the display from activating when the computer awakens from sleep mode along with everything else. I'm not entirely sure that's possible - though perhaps I simply don't know how to do it.
The solution for "turning off" the display only during a download (assuming it is a laptop and you can't just turn off the monitor by pushing the power button) is to create an icon to activate the screensaver upon pushing it and set the screensaver to blank Create Icons to Start the Screensaver on Windows 7 or Vista - How-To Geek
- though not officially turned off it will use minimal power and will also be totally dark as if it were off. Alternatively, you could try the solution in the following article which actually creates an icon to shutoff the display using 3rd party software: Create a Shortcut or Hotkey to Turn Off the Monitor - How-To Geek
. I do not know how you activate the monitor if you want to see it if it is shutdown using this method, but presumably the sofware provides some method.
I also don't know how to activate sleep mode once the downloads are complete without risking entering sleep mode before they are finished (unless you go to Power Options and change the automatic timing so that you're certain the downloads will be done before the system automatically enters sleep mode) - but then you'll need to remember to change it back to normal the next day or it will have that prolonged period as your new setting (or add it as a setting when it was previously programmed to never enter sleep mode unless you specifically requested it).
I hope this helps.