Monitor won't power down after Remote Desktop session

Is anyone else experiencing this problem?

I have two computers on a network, both running Windows XP
Professional SP1. They both have their power management
settings configured to turn off the monitor after 5
minutes of inactivity. I have logged them both in and let
their inactivity timers time out so that both have turned
their monitors off.

I then wake one of them up (I'll call this one the client)
and use Remote Desktop Client to connect to the other one
(I'll call this one the host). When I connect, the host's
monitor turns on and shows my user session being
disconnected. The host then displays a login screen.
This is expected. I have now connected to my remote
desktop session using the client. I'll use this session
for a while (long enough for the host's monitor to go back
to sleep), and then I disconnect.

Here's where the problem comes in. Now I go back over to
the host computer and wake it up. I see the login screen
and type my password to reconnect to my desktop session.
Now, no matter how long I let it sit, it will NOT turn off
the monitor again. It just stays on.

I've discovered how I can correct it. I go to the Power
settings control panel and set the monitor power down
to "never" and click OK. Then I go to the Power settings
a second time and set it back to "5 minutes." Now the
monitor will power down after 5 minutes of inactivity.

I merely need to connect to the host computer again with
Remote Desktop to break the power management again. It's
important to note that monitor power management isn't
broken until I log into the host computer again after my
remote desktop session.

I've searched everywhere and I can't find any information
about this. Is this a problem with Windows XP? This
happens in exactly the same way regardless of which of the
two computers I choose to be the "host" and which I choose
to be the "client." Also, the two computers have
completely different video chipsets (ATI Rage M3 Mobility
32 MB, and Radeon 9700 Pro 128 MB).

If anyone has any knowledge about this, would you PLEASE
email me? Thank you!