Are you sure you are clicking on the shut down button? Windows 7 is annoying and confusing when it comes down to turning off the system compared to previous Windows models. If you definitley are clicking shutting down, then you maybe want to try it on safe mode or try taking out your new motherboard and putting the old one back in if it still works. If it does shut down then you maybe want to return your new motherboard. And by the way, what type of Windows 7 does it run on? It may vary with all different types of Windows 7.
Hope this helps,