It's on my laptop so I have the lid shut but I have the settings to where nothing will be affected if the lid is closed. I know this for a fact because I had uTorrent running for a little over five hours today while I was gone and there were no interruptions in the downloading process, but when I had it run last night while I was sleeping and some more time after that, around 13 hours in total without using my laptop at all, I came back to find that not only had the torrent stopped, the uTorrent window had been closed all together. I know it's not something with my computer since I've left windows open while my laptop was closed for longer than that with no problems.
Also to Mr. Meogii, the length of these downloads aren't really due to the up/down speed. Usually when I do something like this, it's usually only fairly large downloads, 30-100 GB, with very little seeders.