My monitor blacks out after every 15 mins (if no keystroke or mouse movements) with a little blue box message saying No Inputs. It is not the Windows XP's screensaver feature, I checked it. That is not set under the Display.
So it is either some kind of DOS energy saver or the monitor's (Westinghouse) own energy saver. But how do I access it to change it to a longer time???

OK, I solved it. It was the Energy saver option under Display, Monitor power in the Control panel. I changed it to 45 mins so now I don't have to get up 3 times from bed to watch a TV show online... :)

Yeah, it's kind of annoying that you can't suspend the power saving options for certain things. You can set it for media players, but not really anything else.