LW goes into idle mode when inactive for a while, but it is still connected to at least one ultrapeer. Your file transfers can continue without any ultrapeers: they are just used for searches and making the initial contact.

When LW detects user activity, it will call up additional ultrapeers in preparation for a search.

So, idle (sleep) mode is normal and shouldn't affect your ongoing file transfers up and down. In fact, as long as LW is running, you don't even have to be connected to the gnutella network for the file transfers to take place (once started).