Well the BIOS is generally performed from a Floppy in DOS with a Windows Boot Floppy to start up the unit and then the floppies are switched to Flash the BIOS.
As the M'Board is obviously not shutting down I would first clear the BIOS by either removing the Battery for a few minutes with the computer switched off and unplugged or change the jumper setting to clear the BIOS and then just start off by entering BIOS setting the Date & Time and Drive Parameters you generally have to specify any Floppies and you should be able to Auto and IDE drives and then try booting from there to see what happens.
If it shuts down properly there is something set wrong in the BIOS although without some more information about the Board I can not tell you any more. The above is just generic and should be at the very least a safe option to see if someone has set something wrong in the BIOS.
If the M'Board still doesn't shut down there has to be something wrong with its setup so it wouldn't hurt to pull it out and clean things up and at the same time check the connections for the front pannel switches. If the M'Board was not XP compatible you wouldn't be able to load XP SP2 onto it and have it run so you have to look for a hardware problem not a software one. If the M'Board is not working properly or the CPU has died generally well always the power supply will not keep running as with ATX PS's they rely on a signal from the M'Board to keep the power running after the initial switch on. But remember that you are switching the active so the M'Board and any thing like mice with LED's in them will stay on but the fans should not run.
As I can find no reference to AZZA M'Boards if you would like to peer mail me I'll see what I can come up with.
Col
