To enable the shutdown command to automatically shut down the machine you must enable either apm or acpi, whichever your Laptop bios supports.
Often these are turned off by default, check the kernel parameters in /etc/lilo.conf
You may have noacpi or noapm set.
Finally you may have to run the apm or acpi service/daemon.
BTW:
Also follow the directions at
http://www.zebulon.org.uk to set up urpmi then
urpmi acme
Once logged in hit start/run/acme
You'll get a new taskbar icon that will enable you to utilize your laptops multimedia and dedicated function keys.