If you’re having issues with your monitor not turning off or your computer not going to sleep at the time intervals you set, it could be caused by a number of different issues including Keyboards & Mice, USB items, but mostly software, like Adobe Flash Player running in the background, can cause these issues. Check the below links & Videos for ways to resolve these issues.
http://helpdeskgeek.com/windows-7/windows-7-screensaver-and-power-options-not-working/
https://support.microsoft.com/en-us/kb/913405/