External Display connected to Macbook pro won't sleep

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http://serverfault.com – I have Macbook Pro with OSX 10.6.8. It is connected to external display (HP 2311x) using Thunderbolt to HDMI cable. My Macbook display goes to sleep after every 15 minutes of inactivity but the external display won't go to sleep. It does try to go to sleep but wake up immediately. It does that in never ending loop. I have to manually turn off the external display. Is there some settings I need to change to make external display sleep when Macbook display goes to sleep? Any suggestions? Thanks in advance!! (HowTos)