Computer won't go into Sleep Mode

HI, I have a Compaq Presario and just recently, it won't go into sleep mode unless I do it from the keyboard and even then, sometimes it wakes up before I do anything, what could be causing this and will it hurt to just let it run and turn the monitor off?

 

I can't think of what might be causing the problem, but what about just shutting the computer down or hibernating it?

There shouldn't be any problems with leaving it running, but it is not recommended as it is a waste of power.