XP doesn't turn off my PC

[NormCook]

WinME turned my pc off automaticall when I asked it to shutdown. XP does not. This is probably really simple but I am being lazy and asking if any one knows where this setting is?
Norm

 

[Derango]

Check in the power management control panel applet and see if there's an APM tab. If there is, make sure APM is enabled. If there isn't, then this APM tab is probably a win2k only thing, so you can safely ignore me

 

[SHaFT7]

make sure acpi is turned on in the bios as well