pc does not shut down

i have a PIII with 128 mb of ram and 40 gb hdd
i have installed Windows XP Professional and Server 2003 standerd edition, my problem is that when i shutdown the while in server 2003 it says
” Its Now Safe To Turn Of Your COmputer ” and i have to pwower off the pc by pressing and holding the power button of my pc for a few seconds. But there is no such type of problem with windows xp
it shuts down the pc automatically..
can anybody help me …….