This is not a duplicate of this question as it does not work: Is there any way to set a MacBook Pro to not sleep when you close the lid?

I have a Macbook pro 2011. I want to be able to close the lid without the MBP going in sleep mode. It seems InsomniaX is not doing anything. I've seen people with MacBook Air having the same problem.

Does anyone have an alternative suggestion for that ?

UPDATE: I forgot to mention that I close the lid but I have a Thunderbolt to HDMI adapter plugged in that displays something on an external monitor. I want to close the lid and still be able to view to video that is playing on this external monitor.