Power Saving won't work with Fast user Switching off

[lasergecko]

I am using XP Pro. I turned Fast User Switching off (so the locking and login are like win2k) in control panel - User accounts.

And now my machine won't go into the screen saver or power down the monitor when it is locked. I have the screen saver set to blank the screen after 5 minutes and the monitor is supposed to turn off after 15 minutes.
Any ideas anyone?

Thanks in advance.