Unless you've got a UPS backup, I strongly recommend not using standby on a desktop computer. Laptops are a bit better with this, as they'll pull power from the battery in the even of a power failure. But a power loss on a desktop or laptop computer (without a battery) in standby can often result in problems like this or even causing OS issues, and many computers just don't like standby altogether. I know it's more convenient, but it's also riskier.
My Windows XP desktop does the same thing with standby, so I disabled it and hibernation. Not a big deal, since my desktop starts XP in 30 seconds or less. However, on my laptop running Vista I usually use sleep mode simply because of the amount of time it takes Vista to cold boot. It only gets an actual shutdown/restart about once a week or any time a program or Windows requests a reboot after installing or updating.
Now, if you just want it to save a bit of power if you're going to be away from the system for an extended amount of time (like an hour), I'd follow Allan's advice and just have it power down certain things, like the monitor and hard drive. Like he said, it tends to be less problematic.