Comp not powering off. PSU or MOBO?

Just Built my temp Build (might swap CPU and/or mobo):

Q6600 @ 3.0Ghz
4GB (2X2GB G.Skill) DDR2 800
Gigabyte G31 Micro ATX
EVGA 8800GTS 512MB KO
Corsair CMPSU 750TX
Antec p182 Case

Okay, on to the problem. Turn off my computer (shutdown) and sometimes it wont turn off. Though, every time I turn on the PSU it turns the computer on (just the components, does not boot!). So when i turn it on i have to press the power button a few times when the fans and lights first begin to fire up. So...

Turn PSU on .. Lights/Fans on . press power button

All to just turn on my computer? Sounds to me the PSU or the MOBO, though could it possibly be a setup error? ie, i did not install the 12V or front panel properly?

Any input would be greatly appreciated, Thanks.

I am not sure if i understand the situation, but the quickest way to test is with a simple multimeter. Unplug all your components and leave the PSU and it's cables unplugged. Now with a multimeter check the voltages at both the 12V (Black and Yellow) and the 5V (black and red). They should both be zero when the PSU is off (even when it gets power) and active (~12V and ~5V respectively) when you press the Power button. If they are active even when you have not powered the PC yet, then it is definately the PSU, you see a PSU should not give any power to any fans or anything else while the PC is off. It either gives power to everything or to nothing (except your standby LED's of course, but they are powered by the 5Vstandby line anyway). If everything measures fine with your PSU then it is obviously something wrong with either your connections, settings, or finally the motherboard. I hope i was as clear as i could.

Good luck