pc does not turn off

HP pavilion 3030 200MHz 64MB ram.
When I turn on mains power the pc starts automaticly. When I select shut down from win ME I get the safe to turn off message but the system will not shut itself down and if I press the power button or hold it in i just get a beep. the pc will not power off until i switch it off at the mains. there is no option in the bios to set the power button function. In normal use within windows pressing the power button will put the system in suspend mode
Can you help?
Thanks