Are you are saying when you press the power button it does not turn off? if so then what it does it do when you press the button.
FYI there are three levels of "off"
Sleep: Computer goes into low power state to provide just enough voltage to ram and cpu to keep data on it.
Hibernate: Computer saves all data from memory onto temp location on hard drive so that when you turn it back on it still has all of the programs running like you left it
Shutdown: complete power off and windows is shutdown and logged out.
By default when you tap the power button it goes into sleep mode and if you press and hold the power button it does a hard power cycle (This is not advised unless absolutly necessary as it can corrupt your windows profiles and os).