Shutdown wont power off

I hv a strange phenomenon. 2 computers, when they were loaded with Win98SE, will shutdown and power off (ATX Power), successfully, eachtime I click shutdown. But when I formatted it and install Win2K Pro, everytime I shutdown, there will be a screen “It is now safe to off this computer”. Ya! it wont power off. What is going on? I have reinstalled Win2K for more than 6 times already – same result. The system is P3 / 256 SDRAM.