Power button on Apple Cinema Display 23"

I just got myself a used Apple Cinema Display and I have a quick question regarding the behavior of the power button. In the display options I selected "display power button : puts the computer to sleep or wakes it" but when I press the power button I get a popup saying "are you sure you want to shut down your computer".

The display is connected to a MacBook, running Snow Leopard. Is this a known issue I'm missing a setting somewhere?

Thanks!