The Power on my msi g31 board will not go out even after holding down power button for more than 5 secs r shutting down from desktop. The CPU fan and all other fans keep going. The os boots off but not mother board. I have to turn off psu from switch.
Check the case connections (reset, power switch, power led, etc.) All your case led's will work when you have the connections in the correct pins. It's usually a 10 pin cluster with one pin unused. The 4 pin case speaker lead is closeby in a separate area.