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