Windows 7 - Start Menu Sleep Option Problem

As some of you may know, it is currently hot in some areas around the U.S.A, and having a gaming rig can make it even hotter in the room. So I went ahead and try this sleep option, for when I was away from PC for an 1-4 hours. However; when I click on start menu, >, sleep, the computer only turns off the display slightly. I can still hear the fans running and see the light turned on. In addition, the display just seems to lose connection to the PC (like if you turned the PC off, but let the monitor on). I am not sure how to go about fixing this problem.

Note: I don't like the idling feature that makes the computer go to sleep after a certain time. The reason being, is that I use to have problems were watching a long video it would go idle. So if this problem could be fixed without having to leave that on; that would be great.