Power off completely after shut down your Computer.

Normally when you are trying to shut down your windows XP and some time you may receive the message “it's now safe to power off the machine”. Here you should change your system Advanced Power Management setting or edit your system registry to solve this problem and power off completely.

Follow the given steps to solve this problem with Advanced Power Management.

First click on Start button then go to Control Panel.

Open the Performance and Maintenance option in control panel then click on Power Options.

Here Click on APM tab then select the option Enable Advanced Power Management Support box and press Ok.

Now follow the given steps to solve this problem by editing system registry.

First click on Start button then type Regedit in Run option.
Here locate the location to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon

Here in right side panel, double click on PowerdownAfterShutdown and set its value 1 to power down.
Now close the registry editor and restart your computer after any changes to go into effect.