From PBP pro manual:

Places the microcontroller into low power mode for short periods of time. During this NAP, power consumption is reduced to minimum. The listed periods are only approximate because the timing is derived from the Watchdog Timer which is R/C driven and can vary greatly from chip to chip and over temperature. Since NAP uses the Watchdog Timer, its timing is independent of the oscillator frequency.

It seems it needs WDT.
Moreover, the right way to use this, according to PBP, it's to define a period.

I don't want to use WDT and I don't want to set period. I would like to put the PIC into low power sleep until an int awakes it...