I had the same problem. By the way, instead of hitting the power button, do Ctrl-Alt-F1 to get to a terminal login screen, log in as root and do:
# reboot
or
# shutdown
for a clean shutdown.
At any rate, the problem is a bug in kde and kdm. It seems to be a problem especially for those using the nvidia driver. If you change your display manager to gdm instead of kdm, the problem will probably go away. Also, if you are a mandriva club member, you can upgrade kde and that solved the problem for me. If all else fails, when you want to shut down, open a console and run:
$ shutdown
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