Can’t turn off computer with power button when windows XP has shut down

I installed windows XP on a dual processor machine Dell Poweredge 1300 which was previously operating as a server with win NT server. After I have shut down windows XP it gives me the message it is safe to tun off your computer. It will NOT shut off with the power button – if I press botton for a few seconds it reboots. The power button will switch the machine off at any other time but not when it is supposed to. It doean’t have AMP or APCI.