Vista 64 doesn't shut down the PC

Yesterday I moved from Vista Home Premium 32 to Vista Home Premium 64 SP1. Everything was fine until I tried to shut down the PC. I select 'Shut Down' (not 'Sleep') and Windows shuts off, the screen goes blank, but my computer is not completely turned off. The power light is still lit on the computer, the fans are still spinning. Only the HDD shuts down.

- It's not a hardware issue because Vista 32 worked flawlessly and I haven't changed anything.
- It's not a software or driver issue because it didn't shut down from Safe Mode, or even after the very first boot after I installed Vista (before I installed any driver or software).

I turned off the pagefile and it shut down properly, so I concluded that it's a pagefile issue. So I tried these things without success:
- I moved it on another partition;
- I made it a fixed size;
- I made it smaller;
- I defragmented all the partitions because I thought the pagefile may be too fragmented;
I checked to see if ClearPageFileAtShutdown is set to 1, but it isn't. So I'm stuck, with no ideas to fix this problem.

My computer specs are:
MB: Gigabyte P35-DS3
CPU: Intel Core2 Duo E6750 @ 3 GHz
GPU: Gigabyte 8800GT
RAM: 4 GB Mushkin SP+ 750MHz, 4-4-4-12
HDD: Seagate 250 GB

I'm using the menu to select "shut down". As I said, it shuts down properly with the pagefile turned off.