A few notes:
I use Caffeine to prevent my notebook from going to sleep, but that's only while the lid is open. Caffeine will not prevent it from going to sleep with the lid closed.
Just remember... Macbooks and Macbook Pros suck in air for cooling through the keyboard. With the lid closed, there is not a large volume of air to suck in, hence the hardware is designed to go to sleep when the lid shuts. You will not only start heating up the internal components since there is no ventilation, but you also risk damaging the screen. Imagine your screen being so close to 80-90 degree Celsius components, it's sure to develop warping or damage to the LCD overtime.
I would highly recommend that you do not try to force your computer to stay awake while the lid is closed. It goes to sleep for a reason.