There 2 things issues here. This thread was about the screen shutting of. To answer irononreverse I have 20130627.VO.01MM3 I should also make a further clarification on my post that the screen saver is actually on page 3 of the Set Up Menu not page 3 of the Video Menu.
To answer runed: The cam should do a complete shut down after the power is disconnected. I found this on page 1 of the Set Up Menu "auto power off". This can be set at; off - 3, 5 or 10 minutes.
What I have not got with my cam is the save file facility. I am meant to hit the mode button whilst videoing and it will save that file from begin over written . I was going to send it back because of this and the rattle. But as I cured the rattle I thought why bother.