That sometimes Windows seems to "forget" these options are set, and you have to change them in order to make them recognized again. It gets even better, in that on some systems, for reasons I've yet to figure out, certain systems have these settings set to "ignore" again after certain Windows updates are applied. It's only certain systems, and I can't find a common connection between any of them. We have multiple Dell Optiplex systems at work, and only a handful will do this... And of that handful, only a few will exhibit this behavior at any given time.
Looks like you've got what I've taken to calling a Gremlin System. Be prepared for this to happen repeatedly for the duration of your ownership of that system.
This is a new Dell P4 processor 630w/HT technology 3.0 GHz, 1 GB DDR2 SDRAM @ 400MHz,160 GB, XP Pro 256 MB ATI DVI Vidio. The system will not start the screensaver or any of the power saving settings. Dell is no help at all.

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