Well, when I press the shutdown button on my computer case, it shuts down IMMEDIATELY.

Like I pulled the plug or something. It does not go into the routine shutdown of Windows 7 32-bits. It's as if I had pressed the button for the famous 5 seconds to obtain that exact result. Only a small quick push and release will do.
It' also not like the "reset" button, because the computer stays off.
I checked the BIOS setup for power management, and there are only two options: Power Off or Sleep.
Now I'm befuddled here. Or is that a Windows 7 option somewhere? I would think not.
This is not my sig computer, it's an MSI PM8M3-V with an Intel 3.2 GHz Pentium 4, 2 gigs of ram and a Sapphire Radeon 3800 AGP card. Been working just fine except for that glitch. BIOS is up to date.