Shut Down vs 'low power state'

On my laptop, in XP, when I pressed the power button, the computer would shut
down. With Vista, when I press the power button, the computer goes into a
'low power state' mode. How do I get it to wake up from this low power state?
I tried the power button, no good. Tried pressing keys, movind the mouse, no
good. Only way I could get the computer working again was to press and hold
the power button until it crashed and then restart.
By the way, my power button has the same symbol on it as the symbol left of
the 'lock' symbol to lock the computer in the shut down line on the Vista
start menu. Is the only way to turn off this computer now to go into the
start menu, then to the shutdown/restart/hibernate menu and click on shut
down, like in versions of Windows before XP?
Suggestions on powering up from 'low power state' mode and alternate shut
down options would be welcome.
Thanks, Tom