|The ACPI support of the mboard chipset is what determines how Shut Down, Standby, Hibernate, and sometimes Restart work. The drivers for and/or information about the ACPI support is included in the main chipset drivers. Whatever operating system you use, if you don't load the main chipset drivers after it's Setup is finished, your ACPI support will probably not work properly.|
Whenever you load Windows from a regular Windows CD (or DVD) from scratch, after Setup is finished you must load the drivers for the mboard, particularly the main chipset drivers, in order for Windows to have the proper drivers for and information about your mboard hardware, including it's AGP or PCI-E, ACPI, and hard drive controller support. If you have the CD that came with the mboard, all the necessary drivers are on it. If you load drivers from the web, brand name system builders and mboard makers often do not have the main chipset drivers listed in the downloads for your model - in that case you must go to the maker of the main chipset's web site, get the drivers, and load them.
Settings in your bios Setup also affect how your ACPI support works, but the main chipset drivers must be loaded.
If you're not sure if you have those settings right, you can do as Ghostman 1 suggests (it takes less time to clear the cmos if the AC power is disconnected from the case/power supply, or load bios defaults.
"...you can't even hold the power button to turn it off."
That's determined by a setting in your bios Setup. Many bioses have that set by default to turn off the computer after holding the power button in for about 4 seconds, but your bios is not set that way.