Lock when supposed to be sleeping?

I've set it to lock on wakeup, and set the power button (laptop) to sleep when hit. When I do so, it put it on sleep for the first 5 or 6 times I used this method. After then, it was on lock and never went into sleep mode (I know this for a fact, the power light flashes when on sleep) no matter how many times I did it. I've tried the obvious, such as closing the lid after hitting sleep, but it must be a setting. Probably something simple. Help?