Cannot ping computer name when NIC Cable is Unplugged in win2003

I've configured a HP/Compaq dual NIC machine with Windows 2003 Server.
When the LAN cables are unplugged I cannot ping the computer host
name e.g. HPTST001, it tells me the host is unknown. I can ping the
localhost and it works fine. When I plug a LAN cable in pinging
HPTST001 works fine. I have tried this on a DELL machine and I can
ping HPTST001 anytime, no matter if the NIC Cable is plugged in or not
(when it is plugged in it resolves to the IP address, when it is
unplugged it resolves to 127.0.0.1). I installed Windows 2000 on the
HP/Compaq machine and I can ping when the LAN cable is unplugged. It
only happens on Win2003 on a HP/Compaq machine. Has anyone seen
anything like this before? It is essential that I find out why the
host name will not resolve to 127.0.0.1 when the LAN cable is
unplugged, and why it will resolve on Win2K or on Windows 2003 on a
different brand machine.