Is it only the viddy fan wot keeps running? If not then check the Suspend to RAM mode in CMOS Setup. I use Stand By (STR S3) with my desktop "all the time" and except for minimal power draw it has the appearance of being off but with the ability to be on instantly rather than enduring the drudgery of a half minute wait from cold boot (oh, the humanity!).
Shoddy drivers and/or hardware can interfere with the ability but thankfully I have not encountered that except for Catalyst 6.7 & 6.8 (have not tried 6.9). If you cannot get it sorted then as an alternative try Hibernate instead which of course is slower and requires as much spare capacity on the boot volume as system RAM but has the advantage of being truly off.