Closing down my computer

Hi everybody

I've just installed Windows XP Pro on my computer. All
went well, but when i close down my computer it wont
close by it self. I have to push the "closebuttom". The
problem is that i am use to the computer closing it self,
and i know that it can with XP, but how do i change it ?
The problem is that now the computer is starting it self
after 5 or 10 min. because i have to close it down that
way and hold the "closebuttom" for about 10 sec. before
it is closing down. Please help me ! Tell me how to make
it close it self.