First thing to check:

Right click on a blank portion of the Desktop and choose Properties. Nest click on ScreenSaver tab and then click on Power. On this window you can choose a power management scheem and also tweak power management for the monitor and hard drive. You can go a step further by choosing the hibernation tab to enable that function. Keep in mind that use of these options slow down the system when you start using it again. The system has to spin up the HD, turn on the monitor and in the case of hibernation, copy files from the HD to the pre-existing memory state.

I keep everything in an always on state.