Do you mean actual "Sleep" or do you mean the "screensaver"?
If it is the latter, and it sound like it is, have you taken a look at System Preferences > Desktop & Screensaver > Screensaver > RSS Visualizer > Options?
Btw, "Sleep" on every Mac turns almost every part of the Mac off, except the RAM, and nothing is actually running. Only the RAM is powered to preserve the contents of what you were doing.