I just wasted a few hours because I thought FF3.5b4 would prevent Windows from going to stand by when it is downloading (like uTorrent does for example). I kinda thought that something so trivial would be default, anyway... how do I make Firefox prevent stand-by / hibernate when downloading a file?

I am having a bad day.

You should file a bug under Toolkit > Download Manager...
https://bugzilla.mozilla.org/enter_bug.cgi?product=Toolkit