That can happen sometimes, for some unknown reason. If it occurs on a brand new XP installation on an old PC, it's usually an old BIOS, but in you case, it's just a glitch in the power settings.
Enter desktop properties (r-click the desktop as usual) and hit the screensaver tab. Power settings are accessed via a button at the bottom. You can also use the control panel.
Check all your settings and post back here.