Wow! On a dial up connection? That's fantastic! I've got DSL and I used to have my downloads finished by morning, but not anymore.
Did you say you were on 4.9.30 or 33? When mine goes to sleep, it's still working, but at 1 and 2 or 3 KB/s. It takes a long time to get a 700 MB movie downloaded with that, at least on my poor system. I just ordered another 512 DDRAM to put in my system. I don't know if more resources will help or not, but I can always hope.
Happy downloading!