I have this same problem. When the computer turns off the monitor, I get self test dialog box instead of the monitor entering sleep mode.
Monitor is E228WFP. Vid card is ATI HD Radeon 2400. OS is XP Home.
Is there a way to disable the "self test feature check" in the service menu?
[BTW, pin 9 is not used for VGA/SVGA/XVGA]