You need to enable acpi on the Mandrake Control Center (MCC) even if it is install.
Enter MCC by typing "mcc" on the console or going to KMenu >> System >> Configuration >> Configure your Computer
Select Initialization (not sure what the name in english is) on the left part of the MCC.
And then Configure witch system will boot.
Now check the box "Enable ACPI" and click next, next, next until you reinstall LILO.
Restart and try to power down.