Connecting an external display to a Macbook Pro. Sleep or Shutdown?

Lesa's tale of woe with her MBP on this/last week's show reminded me of one of the only KPs I've seen with mine just last week. And, at the time, I had attributed it to improperly disconnecting it from an external display.

So I'm confused, on my machine, if I type something like "video out" into Help. there's "Connecting multiple displays or a projector" which says:

1: Turn off the displays and the computer.
2: For each display you want to use, connect a video cable (and adapter, if necessary) from the video output port on your computer or graphics card to the video input port on the display. Make sure the cables are securely connected or you may not be able to see an image on the display.
3: Turn on the displays and computer.

Now if I search for "attach monitor," I get "Using your portable computer with the display closed" which says:

To operate your portable computer with an external monitor attached and the display closed:
1: Connect a USB keyboard and mouse to your portable.
2: Connect the power adapter to the portable and a power outlet.
3: Close the portable display to put the computer to sleep.
4: Connect your portable to an external display.
5: Wait a few seconds and then press any key on the external keyboard to wake the portable.

Now I always thought it was sleep-and-go, but with the MBP for some reason I thought it had to shut down to attach displays. What do you all think?