Hmmmm... that is a pretty tall order I'd say...
My personal answer is that there is no technical way to do this. No part of Windows is there to check connection, if no program is wanting it. If you Downloading program merely thinks 'Oh bugger, there's no connection... I'll just wait until I can find one... dum dum diddly diddly bah bum bum bibbly...' then nothing wants a connection. Presuming you connect using the normal Internet Explorer Connection panel though:
Close you Connection. Open Internet Explorer. The connection Window comes up, asks you to connect. If it does, but you normally connect through an external program, put in your username and password, and put the number 0 in the Dial Box. if you know there is a different number... put that in. Check Save Password, check Automatically Connect. Then connect. Presuming it works, go to the Who's Online Page here at ComputerForums. It refreshes automatically. Unplug you connection; if it brings up the Connection Box and starts connecting, wait, then put it in when it starts counting to do it again, then you will know it will work during the night. All you have to do from then, is have our Who's Online Page up while you're downloading
Although that is a very hacked way of doing it... there is probably a cleaner way, but it is worth a try, eh?