Check with your motherboard manufacturer forum. For example, ASUS has a statement on some of their motherboards that Sleep is not supported under Vista. If your motherboard supports Vista Sleep, USB and PS/2 devices may be keeping your PC from entering Sleep - you can disable the issue by deselecting "Allow this device to bring the computer out of standby" under their device properties. If it's a new PC and you haven't used Sleep before, make sure your motherboard jumpers are set for it (usually listed in your hardware manual).
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