Computer won’t shut down all the way

I recently installed Windows 2000 over Windows 98, and installed a new Logitech mouse about the same time. Now, My HP Pavilion PC won’t shut down all the way. When I go to “start/shutdown”, it flashes the shutting down message, then the monitor goesout, but I can still hear the hard drive (or fan?), and the power light stays lit.
Win2000 help is useless. where/how to look for problem? Tried reinstalling Win 2000, and uninstalling new mouse. No good.