MacBook Pro doesn't stop when I close the lid It's a 13" late 2009 model and I never had this problem up until now. Also the stop action from the  menu doesn't seem to work.

(I have installed Caffeine but I don't think it's the problem because the macbook won't stop even if the application is closed.)
Create a new user account.  Log out of your current user and into that new user.  Close the lid or use the apple menu.

If it sleeps, it's an application running in your user account that's preventing sleep from happening.

If it doesn't, it's system wide, maybe even a hardware problem.

Need more information :)