If you're using Bootcamp, as far as I know, just like any other Windows notebook -- Control Panel -> Power Settings -> Advanced and define the behavior you want when you close the lid of your computer? Or does that not work for you?
See if this helps you?
http://forums.macnn.com/104/alterna...840/bootcamp-external-monitor-on-macbook-pro/
Probably have to change how Windows handles the external screen -- you want the option where the internal screen is de-activated on connection of external monitor. I don't think there's anything in Windows that will specifically tie this to closing the Macbook. So I think that what you must do is set it to run on external only, and then set it to either not go to sleep when you close it or wake it up as you are doing now afterwards -- but the same thing will happen whether it is open or closed, when it is configured this way.
bump... Anyone else have any luck with clam shell mode?