This is yet another reason my 360 is much more superior to the ps3. I can shut down my 360 at night, go to sleep, then wake up and turn on the console and play the game I downloaded while the system was off. No pause the download and restart it the next day.
No system/computer/console can download while OFF. What you are talking about is standby mode (display goes to sleep, but the system is still running).
As for the PS3, you can start a download, select power off on the XMB menu, then check the 'Turn of the PS3 when the download finishes' box. I use this all the time on larger downloads.
BTW, nice use of the SEARCH function to dig up a five year old thread...