"Start windows normally" message after closing the laptop

Hi!
I have a new HP laptop with Win7 x64 installed on. When I close the laptop it should go to sleep mode, so when I would open it and turn it on, it should start normally. Instead, it gives me a message screen, where it asks if I want to start Windows in safe mode or start windows normally. It seems like the OS doesn't go to normal sleep mode, instead it crashes.
Does anybody have any clue why this is happening?


Also, I have a totally unrelated question: When I click on the sound icon in the tray it takes very very long to open the master volume slider. Why is it proccessing so long for a simple thing like this?

Thanks for any help!!
Rousher

Try checking your power options by opening the start menu and typing in power options. Make sure the computer is doing what you actually expect it to do upon the lid closing. (Try changing the balanced plan settings)

You might try putting it to sleep with the lid open to watch what happens. Maybe some utility is refusing to shut down normally..

It is set correctly to go to sleep mode when closing the lid.

Also, when I put it to sleep with lid open, it does so normally.