Hi passinos,

Please share the exact system model and the operating system installed.

You may change the power plan settings on your computer. Refer to the link http://dell.to/HvFVfm on how to change the power plan settings for your computer and choose the display and sleep settings that you want to use when your computer lid is closed and when it's plugged in to a docking station. 

Hope this helps!

Awaiting your response.

it is a Latitude E6400 with a E-Port Plus 4RTRN A00 Dock.

I could be plugged in AC while not on the dock.

Do I need a different power plan for "Do not sleep when lid is closed" While on Dock and

"Sleep when lid is close" when out of the dock?

How would laptop know when its in dock?

Hi Passinos,

You might need to create a new hardware profile for the docking station. Please refer to the link http://dell.to/1aYCUw7 on how to manually create the hardware profile when the system is docked/undocked.

After that you may change the power plan settings for the same.

Hope this helps!