Windows 7 can’t sleep (It locks instead)

I have a problem with my Windows 7 desktop.

Everything works fine, except that it can't goes sleep, when I try to make it sleeps (clicking on "Sleep" on the start menu), it just locks the session (It does like if I clicked on "lock"),

I have no problems with the Sleep mode with Linux on the same computer…
Nothing appear in the event logs (except some services start/stop when it try to sleep)

I also see that when I try to make it sleep, I have some USB-related errors (Communication Failure on my USB UPS, and the screen on my Logitech G15 shows nothing until I restart the services)

It worked at the begin, I don't know why it stopped working.. I would prefer to not format just for this….

I tried to unplug all the USB devices (except the mouse) and disabling as the possible services, that don't change anything..

Any ideas please ?

Thank you