Well, there really isn't a way to do this. Yeah, I'm as shocked as you are. I really wonder why they did it that way... but it doesn't bother me too much, as the screen simply goes on when it needs to and goes off when it goes to sleep... a little odd though, as sometimes you want the screen off for privacy reasons while the computer stays on (compressing sensitive files, for example)... but unfortunately, it can't be done.
I love this thing anyway, though... read my review, "This is hopefully the best iMac review", in this forum if you want to hear my take on the system...