A nice touch. In 10.7, Apple changed the way you activate the closed clamshell mode on your portable Mac.
Now, when you close the lid of your MacBook/P/A while having input devices, an external monitor and the MagSafe connector attached to it, it no longer goes to sleep but straight to closed clamshell mode.

Of course this, in turn, means that you’re no longer able to send your Mac to sleep by closing the lid in multi-monitor setups.

The article in the Apple’s knowledge base still don’t reflect these changes.