When you try to shut down Windows Vista using the power button (Figure A) from the Start menu, it doesn't shut down the computer. What it actually does is put your computer to sleep in a low powered state.
You can change this default behavior using the following steps:Click and type Power Options in the Instant Search (Figure B) field.
Figure B.You have three settings you can change: Balanced, Power Saver, and High Performance (Figure C). Click Change Plan Settings on any of the three to customize the Power button.
Figure C.Because I have a laptop, I have two themes: On Battery and Plugged in. Click Change advanced power settings (Figure D).
Next, expand Power Buttons & Lid | Start Menu Power Button |Plugged in | Shut Down (Figure E).