How can i prevent my Cinema Display 23in From disconnecting my external hard drive?

I have a mid 2010 Macbook pro 13'' connected to a 23'' Cinema Display and i have an external harddrive connected to the computer through the display to keep cord and clutter clear and also that way i dont have to hook up more than one USB cable when connecting. Every time the computer goes to sleep the external hard drive gets disconnected improperly without ejecting. This is annoying because if i have a document open that is drawing from the harddrive when it does to sleep i risk loosing the file. Is there any setting i can change or way that i can get around this? maybe i shouldnt let it sleep or the display cant turn off? Any input is greatly appreciated. THANKS!