Laptop Logon after sleep mode

I have a new Sony laptop with Windows Vista Home Premium edition. When the computer is on screen saver and I wake it, I am properly sent to the user logon and prompted for my password to sign on. But once the computer goes into sleep mode and I wake it by tapping the power button, the computer bypasses the logon and sends you directly to the desktop, compromising security. Yes, I have selected through the control panel power options "require password on wakeup". But it does not require a password on wakeup!Is this a bug in the new Vista OS?Thanks