When you press shutdown from the windows, it is merely telling the BIOS that the computer is ready to be turned off and the BIOS then perform it's function, sending signal to some electronic components and put them on idle mode. Most power button on the front of the case are not on/off switch, but just a push button used to short circuit two leads from your motherboard, much like a temporary jumper, and thereby "waking up" the system. Silicon Controlled Rectifier or SCR for example works on the same principle. However, this kind of soft power power off does not completely disconnect the mother board from the power supply, and power still goes through some circuits in the motherboard. Depending on the circuit design of the motherboard, power can still go through to mouse, USB keyboard, and even the serial and parallel port. That is why when lightning shower is likely to occur, users are encouraged to completely unplug their system. On few system design though, soft power off shuts off the voltage regulator itself, and the light on the keyboard are merely supplied from stored charges from the capacitors
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