The way the computer entered sleep mode determines whether the Start Menu is open when you wake up the computer. If the computer times out and goes to sleep on its own or if you manually enter sleep mode by pressing Alt-F4 from the Desktop (click any spot on the Desktop background itself that doesn't have an icon on it to be sure you're "on the Desktop" before pressing Alt-F4) then the Start Menu won't be open already when you resume. But if you put the computer to sleep by using the Power link on the Start Menu, the Start Menu will be open when you resume from sleep.