It goes into Auto Standby Mode...to stop this see the answer at ...
http://www.stevelarkins.freeuk.com/
Sky Auto-Standby (when enabled) will switch your box into standby at 1am with the message "Your Sky+ box is about to go into standby". It may also switch your Sky box to standby after 4 hours of inactivity at any time of the day - for example when listening to a digital radio station.
To turn Auto-Standby off please follow the procedure below:
Press the "Services" button on your Sky handset
Press button 5 for "Sky Setup"
Press the handset 'up' button twice which highlights "Auto Standby"
Use the left or right handset buttons to turn auto standby OFF
Press the handset down key to highlight "Save New Settings" and then press select
Turn your Sky box off and then on to return to normal viewing using the Sky button
Another firmware update seems to have been rolled out in January 2009 which now defaults Auto-Standby to 'Off'. To force an update of your Sky box to get this new software, click here
rob, January 2010