If your computer won't powerdown (power off / turn off) after shutting down Windows:

When Windows XP won’t powerdown automatically, the APM/NT Legacy Power Node may not be enabled.

To enable this:
- Right-click on the My Computer icon
- Click Properties | Hardware | Device Manager | View
- Check the box labeled “Show Hidden Devices.”
- If it’s available on your computer, there will be a red X on the APM/NT Legacy Node. Try enabling it and see if this resolves the powerdown problem.

Or, to check the other side of the APM/ACPI coin
- Open the Power Options applet in Control Panel
- If there is an APM tab, make sure the “Enable Advanced Power Management Support” box is checked. (MSKB 313290)

SOURCE: http://aumha.org/win5/a/shtdwnxp.php