You can create an icon for sleep on the desktop by doing the following:

1. Either press the f5key, or, ctrl+spacebar to unselect everything.
2. Press the applications key, down or up arrow and enter on, or right arrow to open the New sub-menu, and arrow and enter on Shortcut.
3. In the "Type the location of the item" field enter the following:

Rundll32.exe Powrprof.dll,SetSuspendState Sleep

4. Hit enter on next. This will create a shortcut with the name rundll32. Change the name/shortcut to "sleep.
5. Now, tab to finish and press enter.