I don't know much about these but I've had this problem some time ago too..my problem was that I didn't have the power control thing enabled, so when I shut the machine down, it did everything else well but was unable to actually cut the power.
if I remember right, you could try to
and then try if your machine shuts down correctly...apm, advanced power management (whatever) should be the thing that deals with the electrical shutdown thing
if I just remember this correctly..it's been a while since I had this.
EDIT: if this works, you have to, of course, add the above module apm to your config so that it gets automatically loaded every time you boot your machine...rebooting removes the module from your kernel and it won't get in again unless you modprobe it manually or add it to some init-thing.
