MacBook Pro :: How Do I Get My System To Do Overnight Processing

When I begin the job, the CPU monitor indicates they are working hard, the fans come on and the machine gets hot...all indications it's doing the job.However - if I set it up to do the job overnight, when I come down in the morning the computer is asleep and stone cold, which suggests to me it has ceased processing the file.
f I wake it up - it resumes processing, getting hot again and so on.So how can I ensure it continues the job overnight? I've tried setting ' Never go to sleep ' in system settings ( screen still set to go to sleep ). That doesn't seem to work. When I set it to ' Never go to sleep ' in system settings, do I need to restart to make the settings active ( if I restart I lose all the work on the CAD file done so far! ).