I have noticed if running certain software, the screensaver will not come on, but power management will still turn the monitor off. This happens with the application no matter what version of Windows you are running it on. I can't even manually run a screensaver when the application is running, which can make testing screensavers I make a bit difficult, without shutting down the offending program. (not something worth mentioning by name, since it's not a very popular application and not likely to be one you are using, but the issue could also exist with other apps)
And on my other PC (WinME) I have a problem with power management turning off my monitor when it isn't supposed to and it not coming back on unless I push the button to power off the monitor and turn it back on again. (Imaging your monitor shutting itself off while you are playing a game)
At first I thought my monitor was dying, but that doesn't seem to be the case.
I had to change the power management settings to set the monitor as always on and just manually shut the monitor off.