1 Question...

On Steam if you X it out will a game/demo keep downloading?

I'm not sure.

But on some games where I need to download the patch before I play, if I log off half-way through the download or something, when I restart the downloading, it'll just pick up where I left off, which is always nice.

Not sure if that helps or not.

Usually I would say that it doesn't... the exception seems to be this UT3 free weekend. It won't download until I try to run it, if I close the window it stops downloading. Steam(ing) pile of crap.

You usually have to stay somehow connected for any download you partake in, not just Steam.

It's basic Computer 101 common sense. I thought this was obvious.

It depends on your Steam settings. FOr me, CLicking "X" just drops it down to the app tray (near your PC clock, etc). So yes it will keep downloading. However, if you lack that setting, "X" will close the program completely and so it will not download anymore