OS shuts down but not my tower

I have a PC with XP Home Editon and a E6600 (conore) / Gigabyte GA-965P DS3 rev 1.33 / 2 gigs of DDR2 800 / WD2500KS (250 GB, 7200 RPM, SATA-II) / Galaxy GT 240 1 GB DDR3 and a Silverastone 650 psu(Zues).If i hit the power button it shuts down no problem but if i do it from
Windows the OS shuts down but the fans and HD keep running.Any idea's?

when you press your power button, do you have to hold it for the system to shut down? for say 5 seconds or more?

Mr.Guvernment said:

when you press your power button, do you have to hold it for the system to shut down? for say 5 seconds or more?

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Yes atleast 5 seconds.
Do u think maybe my mobo is fubar.The Lan on this board doesn't work. So I had to add a pci ethernet card.Maybe this has something to do with it.
Or maybe my psu is fubar or both.Thing is the computer works great other than this issue.
Now the only reason I'm worried about it is because my friend wants to buy it and I don't wanna sell him a pc with a bad mobo or psu.