Power Saving Setting Problem

I am having a power saving problem with my Studio 1735 laptop.  While it's plugged in, if I close the lid (which should put it to sleep), the fan or the hard drive will come on after a couple of hours.  It seems like it goes to sleep like it should, but then it comes back on (while the lid is still shut) and will run like that for hours.  If I open the lid again and then shut it a while later, it will go back to sleep.

I've tried changing the power settings, but it's set to go to sleep when the lid is closed and I can't find a setting that will keep it in sleep mode.