When I try to shut down in Window 2000, the system always prompt "It is safe to shut down" screen; however, I have to hold the power switch for a while in order to shut down. Just like a freeze up screen that you have to do a manual shut down by holding the power switch for a long while. Anyway, is there a configuration I can change to make it automatically shut down by itself?

Thank you.

Try upgrading the BIOS on the box. That worked for me.

There are two other ways to achieve this for ATX case.
The first way is click on Start, Settings, Control Panel, Power Options. Then move to APM tab. Check the box "Enable Advanced Power Management Support".
The second way is run Registry Editor "regedit.exe", and move to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
If a DWORD type key "PowerdownAfterShutdown" exists, set its value to 1, otherwise, add this key and set its value to 1.

Both of the above are good advice. Your PC is waiting on the power off command from the os, and the os is waiting on you to push the button. But your button is a "smart" button or a logic switch not a "true" on/off switch. It's not until you hold the button for 10 secs. that the os relizes that your really want to power off.

when i tell it to restart or shut down, it does it right and the screen turns black, but everything still keeps runnin all the fans even the monitor has power, this is annoying

i did try the registry thing that JiaQuan Ma said, still did not work
but i cannot find APM tab in Power Option