Make sure you have your power settings to make the power button put the system to sleep.
Control Panel>Hardware and Sound>Power Options>choose what the power buttons do and set it to sleep. 

You select a profile, adjust your settings, then click apply. It will save those settings for that profile onto the onboard memory of the keyboard so you dont have to have Unleash RGB running in the background. 

It looks like there is a bug with the TOF Leave settings timer is not saving. I was able to recreate it by adjusting the time detection and unplugging and plugging the keyboard back in as well as switching between profiles after saving. I'll have to report this to our programmers to fix in the next update. 

Mine got stuck in a shut down loop and I couldn't get it to leave the PC on, even sitting in front of it.  I would start the PC, it would load my desktop and start loading programs, once it got a couple seconds in it would pop up with shutting down and would go dead.  Hit power again to start, and it repeats over and over.  I unplugged the keyboard, started the Unleashed software and then plugged it back in and hit the default settings and it seemed to stop.  I turned the TOF off completely and left it alone but for some reason when I went to program a macro, it immediately went back to the shut down loop.  I unplugged it, uninstalled the Unleashed software and plugged in my old Logitech G510 and everything works like it should.  Any ideas?  Bad unit?  Bad install?  The typical shoddy quality of random RGB software that is only used for a couple years before it's replaced by something else from the same manufacturer?  EVGA LED Sync, I am talking to you.  Hell, what am I talking about, I can't even keep Precision X1 running at start up since it seems to want to decide on it's own when it wants to run.  Sarcasm aside, I am really not happy with this purchase at this point...

EVGATech_JamesL
Please download the latest version of Unleash RGB

Unless it came out in the last 3 hours I would guess I have the latest version.  The only place to get it is the EVGA website, though it is a bit hard to find since it's with the drivers and not software, but I just got the keyboard today and downloaded the app around 7pm Eastern.
 
EVGA UnleashRGB_1.0.4.0

EVGATech_JamesL
Make sure you have your power settings to make the power button put the system to sleep.
Control Panel>Hardware and Sound>Power Options>choose what the power buttons do and set it to sleep. 

Thanks.  Pretty cool keyboard so far.  Mine was turning off when I had the TOF set to sleep.  This fixed the issue. 
 
Can't seem to get lock or unlock to work though. When I set it to Off and walk away, nothing happens.  Sleep, and Dark do work however.   Any ideas??....would be awesome to just walk out of the room and not having to bother locking my computer.