This should help:
1. Go to Control Panel
2. Network Connections
3. Right-click on the wireless connection and choose properties
4. Click the Configuration button under Power Management "Allow the computer to Turn Off this device to save power" (make sure this is not selected).
It could also be your drivers that need to be updated so a simple google search of the name for your laptop or wireless usb dongle with "drivers" should lead you to where you need to go. Just make sure to always download drivers from the manufacturer and not some third party site as they may be outdated or contain viruses.