I don't have a laptop handy to check this but maybe try changing the settings in Change What Opening the Lid Does. Maybe if you change this to Do Nothing then it can wake itself. It's possible that if it's set to Sleep or Hibernate then it won't be able to wake.

Just a shot in the dark though. 

Thanks for your suggestion, but this is the first thing I did so my screen wouldn't stay on unnecessarily with the lid shut.

Everything I have read online points to it not being supported for some stupid reason. 

From what you said it sounds like you have it set to Hibernate, Sleep or Shutdown with the lid closed, maybe try setting it to Do Nothing and then put it to sleep from the Start menu. Just to see if it can work.

Ok, good luck. Let us know what they have to say. 

Still not working. I may contact support directly to confirm.

Hi folks, I too have this issue and would like to keep the lid closed. I found a physical hack that worked. Every laptop has a lid detection magnet somewhere on the bezel of the screen. You can find the magnet by using a fridge magnet or a piece of metal and moving around the bezel. For the Alienware 15, it's on the middle right of the bezel. To disrupt the magnetic field, I place a small thin sheet of spare metal on the right side of my laptop. That's it. When I close the lid, it doesn't detect that the lid is closed and it wakes from the mouse.

When you say "right side" what do you mean?  Can you be more specific?