Sys clock stops when system shutsdown

Let me say at the start that it is not a battery problem. First because I already changed the battery and second, none of the other settings get reset to the default settings.
So this is the problem:
whenever I start up my system, the system clock displays the time when I last shutdown my system. It there some setting that will enable the system to continue running the clock even when the system is down, like normal PCs?
My system is a Intel PIII machine.
Thanks