Personally, I will never understand why so many people want to run laptop computers with the lid closed, and not have it go to sleep. I mean, if you are not going to be at the computer and you want to close the lid, then why do you need it to not sleep? You aren't there doing anything, so why does the computer need to stay active? If you are downloading something, then just leave it open and let it go, it won't hurt anything to leave the screen up. But, I guess to each his own. Yet, you still can't close the lid without it going to sleep without risking damage to the computer.
You COULD run it in clamshell mode, but that would mean that you need an external monitor hooked in and that would really defeat the purpose.