external display shuts off when lid is closed

I am connecting an external display to my Latitude D610 . I have no problem getting it to display the external display only, but when I close the lid to the laptop the external display goes blank. (the machine doesn't power down )

Control Panel > Power Options > Advanced > when I close the lid -> set to "do nothing"

is there any other way to set this up so that I can close the lid and use the external display?