I have seen this before with NVidia graphics cards, namely my 8800GTS can experience that.
Am on the move so will provide more comprehensive if you have an NVIDIA card as to how to get round this. My experience was on Vistal Ultimate but the problem I located could be on XP also.
A short term workaround is to switch off the energystar control of the monitor and in the power settings make sure it does not put your graphics card to sleep.
Will be back in a few hours if you could describe your system in a little more detail.
Cheers