How to put MacBook to sleep using only an attached Windows keyboard

edit: See this as the behaviour has changed: Why won't closing the lid sleep my MacBook Pro with external monitor attached after upgrading to Lion?

There are two groups of people. Those who wish to have dual displays and have closing the lid go into sleep and people who wish to disable the monitor display, close the lid and use the external monitor as if you had 'docked' with it.

Previously, if you wished to switch from the macbook to an external monitor entirely then you had to perform the following to put the laptop into clamshell mode:

1. Make sure the computer is plugged in to an outlet using the AC power adapter.
2. Connect a USB keyboard and mouse to your computer.
3. With the computer turned on connect the Apple portable (using the appropriate Apple adapter if necessary) to the appropriate port on the external display or projector and turn the display or projector on.
4. Once your computer's Desktop appears on the external display, close the computer's lid.
5. Once the lid is closed, wake the computer up by either clicking your mouse button or by pressing a key on your external keyboard.

source: http://support.apple.com/kb/ht3131

So to put the machine in clamshell mode required you to put it to sleep and wake it back up again. As far as user experience goes, that is somewhat jarring.

As you have the other options to put the machine to sleep, it seems very likely that this change will remain.

Right now, there is no way to alter this behaviour.

I would try adjusting your procedure. Since as noted the quoted steps provided below in practice are causing you to unintentionally wake the Mac from sleep in step 3, which may also problematically be waking it from sleep before it finishes going to sleep in the first place. So in a sense you were telling your MacBook Air to go to sleep and while your at it wake up from sleep, remove a display and all this other stuff at the same time. That may be the cause of the freezing, the shock of all the external devices getting removed while in sleep or while the mac is going to sleep.

1. Move mouse to HotCorner to put monitor to sleep (I do this instead of closing the lid since Lion has lid closing assume the external is taking over as primary display)
2. Close lid to put computer to sleep
3. Disconnect cables (power, display port, usb; maybe ethernet and audio depending on location).

USB activity as noted in Mac OS X: Why your Mac might not sleep or stay in sleep mode is a perfect way to wake your mac from sleep.

I would recommend doing the following instead:

1. Save your important files and data in open applications in case things go wrong.
2. Disconnect cables (power, display port, usb; maybe ethernet and audio depending on location).

3. Wait for you mac to recognize that the external display is disconnected, usually screen fades to blue for a few seconds, before going back to normal view of your Mac. etc.

4. Close lid to put computer to sleep or choose Apple > Sleep, etc...

5. Verify the sleep indicator light is slowly pulsing, before placing the MacBook into any case.

So ya try this out and see if it stops the random freezing. If it does not then there may be other hardware / software problems at hand, check your system logs, etc.