I try to describe the problem in my words, as the answers here still confuse me.
You have a MacBook Pro (version 5.1, no PowerBook) and an older external display.
You use a mini DisplayPort to DVI adapter to connect your external display to your MBP.
Now when you close the lid of the MBP to put it to sleep and wake it up by opening the lid, the external screen does not turn on.
Is that correct?
Have you taken a look at
System Preferences > Displays while the external display was connected?
What is the resolution of the internal and external display?
A similar window will appear on the external display while connected and working.
Is Mirror Display checked or not?
What kind of Arrangement did you set up - is the Menu Bar on the internal or external display?
Have you tried repairing permissions via Disk Utility?
Is English your native language?