Shut Down

I don't know for sure but I had a lap top that didn't power off and when I took it to the shop for some work they said they updated my bios and now it does, so you might look in the bios.

Or you might create a shutdown shortcut by the following method which I got from here:
Don't use the 8 for power off
http://aumha.org/win4/a/shutdown.htm

To make a new shortcut, right-click on an empty part of the desktop (or inside a folder). Select New, then Shortcut. A “wizard” will pop up to guide you through the rest of the process. You will have to provide a command line, and then a name. The name can be anything you want.

For Windows 9x, there are two sets of commands you can use to accomplish these tasks: The Short Version, and the Long Version. Both are given below. (Only the Short Version works in Win95.)

The Long Version (Win 98/ME)
Tip from Bill Blanton & MS-MVP George Aker. See also MSKB 234216.
The command line should be as follows:

C:\WINDOWS\RUNDLL32 SHELL32.DLL,SHExitWindowsEx n

Where n is one of the following values, depending on the task you want to accomplish:

n=0 LOGOFF: Shuts down all running processes, logs the user off, then restarts the Windows shell. (Same as Logoff on the Start Menu.)
n=1 SHUTDOWN: Shuts down the system to a point at which it is safe to turn off the power. All file buffers have been flushed to disk, and all running processes have stopped.
n=2 REBOOT: Shuts down the system, then restarts it. (Same as Start Menu | Shutdown | Restart.)
n=4 FORCE: Forces all processes to terminate — in effect, shuts down all running programs. When this flag is set, Windows does not query running applications to inform them that Windows is shutting down. This can cause the applications to lose data, therefore, you should only use this flag in an emergency.
n=8 POWEROFF: Exits Windows, then turns off the computer’s power (provided the computer supports the power-off feature).
n=-1 RESTART EXPLORER: Quickly closes Explorer (i.e., the Windows desktop), then lets it restore itself.

These values are additive, in the event you want to do two of them at once. There are varying reports of success with some of these options. For example, inconsistent behavior reported with option 8 may indicate a different behavior with the powerdown system on a particular computer. The solution for this usually is to request both a shutdown and a poweroff by using n=9 (adding the 1 and 8). (Tip from MS-MVP Tom Porterfield.)

This command can also be called from the RunOnce registry entry (which means these could be written into Registry files as one means of execution).

Additionally, there is a command (which can be run from a shortcut, batch file, or command prompt) runonce.exe -q, which restarts the computer after a 15 second delay. There are no other options when using this command line, and it cannot be called from the RunOnce registry key.