Not too familiar with the Sony's, but with the Toshiba's, they have an option in the BIOS for the laptop to go to resume when you close the lid. I have seem many problems with resume (same as standby) and hibernation not coming back to the desktop. Now if your W2K is setup to go to hibernation when you close the lid, then you may want to make sure that any options like that are turned off in the BIOS.
If your laptop is set to go into hibernation when you close the lid (W2K setting), then try setting it to standby instead.