I have had the same problem and I had it with the Touch for Sprint too. The only way to change it is to change the settings for the backlight. I changed mine so that my phone NEVER goes to sleep on external power. With my Touch I just never put it on sleep mode because I was tired of missing texts and calls. You will never be able to see the messages or calls or anything else that happens while the phone is blacked out.

I think this might be a HTC problem...