Sleep mode when using a domain account

Can someone explain why when I am logged in as a local Vista user my sleep
mode options work. I set the Turn Display Off after 1 minute and then set
the Put the system in sleep mode after 2 minutes. After the 2 minutes my
computer goes into sleep mode. If I log out of that user and then log in as
a Domain User and set my sleep options exactly the same the all the happens
is that my display will shut off after 1 minute but the system will not go
into sleep mode. I know this has nothing to do with a Group Policy because
in our domain we don't have any group policies set for power management. I
have spoken with HP support on this and they are seeing the same issue when
they try it. Is this a problem with Vista and Domain Users or is there
something I am doing wrong. I can get system to go to sleep if I click the
start button and go to Sleep option or if I use the keyboard FN+F5 key to
put it in sleep mode. Is anyone else seeing this problem?

Thanks
-Scott