Wouldn't the user be just as well-informed when the screen went off that the
device was sleeping?  Sorry, I know that I don't have a copy of your
requirements specification or anything, but it seems to me that you ought to
just let the Power Manager do its job.  You can take a look at the thread
"Device won't idle time out when my app is running" in the archives (use
GoogleGroups to search for it in
microsoft.public.dotnet.framework.compactframework, of course), for some
information that might work on your device to see when user activity occurs.
Be sure that you really want to use this stuff, though.  Showing a window
that says that the device is asleep isn't a good use of the capability,
according to me. ;-)

Paul T.