Maybe you have your Apple TV connected to your laptop or have a large file downloading. If you close your lid while doing anything that needs your laptop to be awake, it will stop when your Mac goes to sleep. Luckily, just because Apple won’t give us the option to keep certain programs running when the lid is down, doesn’t mean that someone else won’t.
NoSleep is a free, simple little menu bar app that makes it possible to close your MacBook lid while keeping your Mac awake. It’s very easy to activate it and use. Turn it on by clicking the menu bar icon, and continue downloading huge files, and watching your favourite movies and TV shows over the network with the lid closed.
However, remember this is not a setting you want on all the time. This is because it will keep your laptop awake even when you’re not using it for anything, and all that will do is drain your battery. You can turn NoSleep on and off by simply clicking the menu bar icon and toggling it on or off.
Get your free copy of NoSleep here: http://code.google.com/p/macosx-nosleep-extension/