STAND BY PROBLEMS

When my laptop goes stand by, my yahoo automatically signs out, also songs n videos N downloading automatically stops, when i log in again i hav 2 again start my songs/videos n yahoo, it really frustrates me, i hav purchased my laptop recently n these problems… huhhhh, i asked my frnd, he dont hav any of these problems in his laptop, my is compaq 2620,PLZ GUIDE ME REGARDING STAND BY SETTINGS PLZZZZ