You need to use Power Manager to acquire a wake lock in your application.
Most probably you are interested in a FULL_WAKE_LOCK:
PowerManager pm = (PowerManager) getSystemService(Context.POWER_SERVICE);
PowerManager.WakeLock wl = pm.newWakeLock(PowerManager.FULL_WAKE_LOCK, "My Tag");
wl.acquire();
....
wl.release();