I think this is a simple matter of choosing your monitor's screen saver.
In XP or Vista, right-click on your desktop to get to the settings for your display. Or you can do it from the Control Panel.
In XP, choose "Properties" and then click the Screen Saver tab. Choose your screen saver (I use "blank," which gives me a black screen; I find anything else distracting). Adjust the settings so the screen saver kicks in when you want it to (you should set the screen saver to launch before your computer itself goes to sleep). I don't have Vista anymore so can't give you the details, but it works pretty much the same way.