Can't powerdown the Motherboard, somebody help..


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Windows will not shut down the power in my motherboard upon shutting down the system

I just installed a new motherboard...Asus a8n-vm csm and it works, but every time when I'm shutting down Windows :the OS is shutting down but the fans and the power still inside the casing.So I need to disconect the power cable to secure the power inside the case.Do I need to make an settings adjustments in the Bios, Os, !?!?! Also for my conector for the power on/off switch, ...does anybody know where I can get an alternate cable and pushbutton......I'm using the old one and it's different....I need one that fits my motherboard specifications.

System AMD x2 4600+, 2.4 mghz, 2 GIG DDR 400 corsair, Windows Xp Media center edition, 300W PS, ...