hey, i found the last thing you need to do..
power options, require password on WAKEUP.
mine is still grey but i will mess with it some more. but i think that's whats going on with it.
when i turn it on (not wake up) it goes right to desktop so we are closer
ahh in the screen with the greyed out "don't require password" up top there is a "change settings that are currently unavailable. click that then click "don't require a password"
that should be the last thing you need if you go into sleep mode. not shut down