Yikes... Notebook.
You're display is different from running processes. In some cases you can set accessibility to different processes like your keyboard or mouse to provoke activation from sleep mode for example. I did this back when I had Vista, and I believe it's the same for Windows 7. From sleep mode I configured my computer not to wakeup when the mouse was active, so I had to hit a key on my keyboard to wake up my computer again.
Is this Fox radio running on a program as it's client (like windows media player) or on a web browser?
One thing to try, set a wait time to something you can remember. Leave your computer and turn your mouse upside down so that nothing can knock it around and cause the display to appear again. And see if it really doesn't turn off the display with this Fox Radio.
Unless you have a touchpad, some are glitchy. That's one reason I dont like laptops/notebooks.