Will
Just make sure your machine is well ventilated. i.e. make sure there is nothing on top of it, or blocking the sides. If you're really worried you can always get a fan to gently blow on it, though this does little in terms of cooling, but good in the long run as it disrupts dust from settling onto your machine.
It will shut off on it's own if your settings ae set that way. Just disable the auto-off feature and enable the background downloading option.
Although I got to agree with the other guy, 9 hours is really a long time for a download. 1 full game shouldn't take longer than two or three hours. Check your connectivity to your router. Perhaps get an access point installed in your room that is linked to your router.

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buddy it should take that long to download,i downloaded alan wake and it only took maybe an hour and a half.change your settings for it to turn off after 2hrs,man i wouldnt risk it if i was you.Better safe than sorry.Thanks in advance for voting my answer as the best
The Xbox by default turns itself off after 6 hours, you have to edit that and change it if you want it to keep going. No, it won't overheat, I do that all the time for big downloads.
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