Wifi lost when mac goes on screen saver

I have noticied that when I leave my Macbook pro going in screen saver, I am losing my wifi connection and when exiting the screen saver it does not log back automatically to my default wifi connection but to the public on which requier password connection. So I can not leave my MacBook Pro go in screen server if I am downloading something because I will have to restart the entire process du to network disconnection.

Is there a way to configur the wifi setting to avoid this?