Beam shuts itself off

And so…?

Hmmm, considering there is no “Off” state for any Sonos devices, aside from the power plug being pulled, you are going to have to be a little clearer in your post.  What do you actually mean by “shuts itself off”?  

Off? As in the light on top of it goes out? 

That is usually a not fully inserted power cord. Give it a firm push to fully seat it.

Given that all Sonos devices go into a ‘low power’ state after x minutes of inactivity, and then are waiting for audio input or a wake up command over Ethernet (either does the trick), as suggested above, your post is unclear as to how to respond beyond what has been said.