Hi alphi99, sounds like your monitor power settings are set to turn off display after 20 mins.
Goto desktop and right-click mouse in free space, not on any icon and select personalize, then select screen saver. At the bottom of scree saver settings window is power management option, click here then in next window select change when display turns off.
Even though you are watching a movie, some media players do not seem to stop the PC from thinking their is no user activity, so the display shuts down as specified in the power management options.
Hope this helps, let us know how you get on, goo luck :-)