I swear to god I posted here already, here goes.
Mice is right about re-installing windows, but it is a hell of a job, you have to install all apps again afterwards to be absolutly sure.
Slasher, the BIOS settings can, (depending on machine) override windows settings when the timeouts are set to lower values than the ones in Win power management. I have a Dell with Phoenix BIOS and it will suspend to disk before it turns the display off, if you want.
For anyone else who has a Dell notebook, if you set BIOS power management to disable, the fan may run constantly. The solution according to Dell is to set very long timeouts instead.
I thought one day there would be a brave new world where we would be able to control power from the OS without mincing with BIOS stuff? I thought that world was called Windows 98? Foolish boy.
And finally a question. I used to have suspend on my Start Menu as well as Shut Down, but now I don't. I have probably swithched it off in one of my tinkering sessions, but now I can't find the switch. Any thoughts gratefully accepted.