I was using the sound support compiled in the kernel and just recompiled it with sound support as modules.
Now i am able to remove the modules manually before shutting down and it powers off properly.

This proves that there is something out of sync with alsa/kde for shutting down and powering off properly.

Now i'm going to put it in a shutdown script so i don't have to push the power button 4 secs each time i power off.

Stelek, thanks for mentioning this, i hope some others will find this thread usefull.

Update : just finished setting things up in rc.local in runlevel 0 and 6.
You need to make sure to put it AFTER all K-related stuff, in my case i have put rc.local to run right after klogd was stopped.