Although the idea of sleep learning is an attractive one, I'm afraid you need to be awake when listening to our hypnosis downloads.
If you fall asleep every time you listen then that's most likely a sign that you are short of sleep and need to sleep more.
If you are specifically using a download to help you sleep then of course it's right that you are asleep or soon to be asleep by the end of the session but otherwise you need to stay out of sleep.
One way to do this is to sit upright on a less comfortable chair, or listen at a time of day when you're not naturally sleepy. But again, if you are sleep deprived, then your brain will tend to reclaim sleep whenever it can. Which is a good indicator of just how important sleep is.