You have to create a file:

sudo nano /etc/modprobe.d/8192cu.conf 

and add this line:

# Disable power saving options 8192cu rtw_power_mgnt=0 

save and reboot.

you can check the status if it is off:

cat /sys/module/8192cu/parameters/rtw_power_mgnt 

it should be 0 now.