At what stage is the machine at when he closes the lid? Sleep should work fine if it's fully booted up into Windows and running, but as it's Windows doing the detection and not SEE, it won't go into sleep mode if only in the Pre-Boot Authentication Environment.
As with most encryption products out there though, it's recommended to get users to either shutdown or hibernate their machines instead of sleeping/locking their machines. This is to lessen the window of a cold-boot/princeton attack.