When I installed Mandrake 9.1 it was set in the 'power control' to cut off like a laptop. Make sure yours is not set the same way. I don't know if that is what yours is doing but it's a possibility. I set mine as 'Suspend' and 'Power off' disabled. The other to what ever you want. I set 'standby' to 30 minutes and it cuts off the monitor but leaves the puter on.
Hope this helps.
Yea, it bugged me too. I like to have never found the thing to stop it.