Hmm...maybe the power settings?

Right-click on the desktop screen (when you just have icons up, no programs). Click on Properties. Click on the Screensaver tab, then on the bottom there should be a little box that says "Power" or "Power Settings" or something like that.

See what your settings are. There might be something that says when you close the screen, it shuts it off. Change that.

And....I agree on disliking Windows Vista. I hate Vista. They call this an upgrade??!! Whatever. Give me XP back any day.