Hotkey assigned to desktop shortcut - tempermental?

I have created a desktop shortcut that puts windows in sleep mode. (vista 64)
I assigned 'ALT + F2' as a hotkey which works, but only the first couple of times and then it just doesn't work. I then change the hotkey to something else which works but the same thing keeps happening?
How can i make the hotkey command permanent?

-should i try using a third party hotkey program?