I guess Windows Vista has something they consider a feature which is that your computer can wake up from sleep mode when it detects action on the ethernet cable. This is actually a cool feature except for the fact that they botched the implementation. As it turns out, unplugging the ethernet cable counts as activity in this case. So, you've put your computer to sleep, you've shut the lid, you are unplugging cables, and the computer wakes up with the lid closed. If you notice that this happened it's just slightly annoying that you have to open up the lid and out it back to sleep. If you don't notice and you lose a lot of battery as a result, this then becomes really annoying.

To avoid this problem altogether, you can shut this feature off. Go to the start menu search box and type Device Manager. In the window that it opens, scroll down to the Network adapters section. Right click on the one for your ethernet card and select Properties. From the properties panel, select the Power Management tab. In this tab is an entry called Allow this device to wake up the computer. Just uncheck this entry and you won't have to worry about disconnecting the ethernet cable and waking up your computer.