Computer keeps running after shutting down

I have this problem with my old pentium 4 (using Windows XP) computer where it keeps running even after it has shutdown. The monitor goes black, the power and hdd led are turned off (lights off) but it still makes noises on and on. When I press the power button, it starts normally as if there is no problem.

Also after shutdown, if i press the left mouse button, the computer starts normally. Like it has gone to sleep, and it activates on left mouse button.

The crazier thing is that when I remove the power plug completely and then connect it back, the fans automatically start and the same thing happens like it happened after I normally shutdown. In this case, the hdd led turns on.

I have tried resetting the bios. Other threads suggested to enable advanced power management in the arm tab in power options in XP but the tab is not there. Some users suggested to take out the battery and then take it back in some time later. I haven't tried that but I'm considering that.

So, what should I do?