I can not update my Mac because when it goes to sheep the download stops. any sugestions how to circunvent this problem

What do you mean when you say the computer goes to sleep? Does the screen suddenly go black when you try to initialize the problem?

Anyway, try downloading the combo update to update your computer to 10.10.5. Optionally see how to verify the update's legitimacy.

Start an Applications -> Utilities -> Terminal session and run the command:

caffeinate -i

Now start you download. You Mac will NOT go to sleep until you Control-C the caffeinate program running in the Terminal session.

You can also download a GUI utility called Caffeine

<https://itunes.apple.com/us/app/caffeine/id411246225?mt=12>

System Preferences/Energy Saver - set Sleep to never.