Asus P4B - Manual (Page 62)

3-4 Chapter 3: Powering up
3.3 Powering off the computer
You must first exit the operating system and shut down the system before
switching off the power. For ATX power supplies, you can press the ATX
power switch after exiting or shutting down the operating system. If you
use Windows 95/98/2000/XP, click the Start button, click Shut Down, then
click the OK button to shut down the computer. The power supply should
turn off after Windows shuts down.
The message “You can now safely turn off your computer” does not
appear when shutting down with ATX power supplies.