did you try just clicking the power button once
or that little button above the volume buttons?
I have most currently a Dell Inspiron 1420. I am running Vista Ultimate. I have the power settings to "do nothing" when I close the lid, but the laptop almost immediately goes into sleep mode.
Nothing I do will get it to come out of sleep mode. (ie: touchpad mouse or hitting any keys) I have to hold the power button until it powers down then restart it.
I have an Inspiron 600M running XP Professional and it does the same thing, so to me it seems to be a Dell issue. I have tried a variety of power settings, none of which work.
I often have to close the lid but do not want the computer to go into sleep mode. (It stays attached to a GPS receiver which as a truck driver I use often.)
Can anyone give me some insight?

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