WD Passport Ultra fails to backup if PC in sleep mode

I just purchased the Passport Ultra and am new to portable drives.  I set the wd to backup a couple days each week at

2 am.  I checked and both scheduled updates had failed.  The complete drive test failed too.  I have Windows 7 on my PC.  Through the control panel I changed the power options sleep mode from 30 minutes to never.  The back up worked.  However, I really do not want to have to have my PC always on.  Am I doing something wrong, or are there workarounds?  I tried emailing support, but after waiting for days for an answer, all I was told was to try it with a different computer.  All I wanted to know was could they confirm the backup cannot be done with PC in sleep mode.  Thanks in advance for any help you can provide.

Hi ferisafan, please check your private messages.