Windows XP Shutdown Problem

I’ve just installed Windows XP Pro on an older system which is running quite well. However, when I shut down, I get the old message “It is now safe to turn off your computer” and then I have to shut off the power manually – something I haven’t seen pre-ATX power supplies.

I don’t think anything has changed in the bios, so are there any settings somewhere in Windows that I can set straight so that it powers down?