I would not reccomend this. The reason is that FC uses a very customized kernel, and compiling a vanilla kernel would just corrupt the whole lot of it.
OP: Please post the error messages (if any) you receive when shutting down. Also, when you restart, does the system tell you that it did not correctly (cleanly) unmount? If so, let us know. If not, then it is shutting down properly, ACPI/APM just isn't working to shutoff the system.