One of the first things I usually do when I install and setup Windows is to configure the power settings. This is important when running Windows XP Professional within VMWare Fusion on a Mac OS, for example. The reason is that I find it annoying to switch back to my virtual Windows environment after a period of time only to find it sound asleep. I want it to be always running just like any other application that I might have open. In order to prevent this I have adjusted my power settings as shown here:
One word of caution. Leaving a virtual operating system always running can eat up a lot of memory, CPU, and power. For a laptop user this can mean that your hardware might get really hot so keep your machine well ventilated.