Sleep mode plays no sound?

I have a Portal 2 WAV file that goes "Shutting down" in the NPC turret voice, and wanted it to play when the computer enters sleep mode. But try as I may, my laptop plays NO sound when in sleep mode. No, it's not muted. I have Windows 7. No matter what I do, there's no sound. It plays when I press "Test Sound" but not when I actually close my laptop lid.