Computer shuts off, fans continue to run

Hello,
i have Q6700 @ 3.5 Stable
Motherboard XfX 790i Ultra
GeForce 8800 GTX OC
Corsair Memory 2 GB PC3200 DDR RAM
Since I installed Vista Home Premium 32 bit I have a ambetant problem, if I turn off the PC, all my fans still running, including lights on my motherboard and grphics remain still burning.

Now the question is, how can I disable all normal, so if I turn off the PC that all my fans, motherboard and graphic card off (as it normally should) What has happened and what is the solution?Can anyone help!!!

How do you shout down your PC? by powerbuton pressing in the start menu?

yes, so next to the lock that arrow and then quit. but the simple addition to the lock on just to shut down behavior.

the bios is set to go into standby mode when you just press the power button you have to hold it in until it shuts down,for it to shut down completely check pnp and apm are enabled in the bios and windows should control the shutdown