thank you to both of you for the reply (even if josh should think of something more constructive..
but the problem seems somehow more relying on a hardware problem.
I meant : instead of powering off at the very end of the shutdown process (it goes to the whole black screen without any problem), the computer starts again, and the nice "Compaq" start screen appears with a little bip.
Maybe something in the BIOS fails to physically command the powering off, or it's the hardware itself that is broken... I really don't know, that's why I ask you!
ps : and it hasn't been a year I didn't powered it off... I know how to force it. Thanks Josh anyway.