Closing Dell Inspiron 15 laptop when connected to monitors shuts down computer

Hi,

I have a Dell Inspiron 15 laptop that is connected to 2 Dell monitors via a Targus docking station and VGA cables. However, when I close my laptop to sit under the monitors, it shuts down the computer and the screens go blank. Is there a setting that allows me to close the laptop while still working off the two monitors?

Thanks,

Heather