I read this from another forum and hope this helps you. I have not tried it since I have not had this problem.
"When Windows XP won’t powerdown automatically, the APM/NT Legacy Power Node may not be enabled. To enable this, right-click on the My Computer icon, click Properties | Hardware | Device Manager | View. Check the box labeled “Show Hidden Devices.” If it’s available on your computer, there will be a red X on the APM/NT Legacy Node. Try enabling it and see if this resolves the powerdown problem."