So is the screen saver still active or is the pc going to sleep? What OS are you running? Are you clicking on save changes? When you go back into it, what does the settings say?
Is it a PC you built yourself or bought from a store?
Store bought will have third party applicatiions installed, one of those could be a screensaver app.
There's also a setting for when to turn off your HDDs in the advanced power settings. I have those on never.
Only the software you've installed then. Did you use the driver CD or download them online?
Did you check your advanced power settings for HDD turnoff/spin down? Default is 20min. Never had that on, just a thought.
The only way seems to change ALL power settings to none regardless of which one you pick. I picked Balanced but changed Power saver and High performance also to none. Seems Microsoft doesn't pick your choice for some things.