Win XP Shutdown

I just recently installed XP as my 2nd OS on my duel boot system. When i go to shutdown, why doesnt it shut down all the way. It goes through the shutdown routine, but it doesnt shut the system all the way down, why is that. Is there a way to make it shut down all the way where it turns off the computer totally like previous OS's did? In other words it gets to the "It is now safe to turn off your computer"screen and i hear some of my components in the tower shut off, but the fan and cpu light are still on. How do i get it so that it shuts down all the way?