Your thread title says "pressing and holding the power button". So are you just momentarily pressing it or pressing and holding it down? You should only need a quick press and release for Windows to do a graceful shutdown. Assuming the BIOS is set correctly and windows is setup correctly. Most BIOS can be set to "instant off" or "4 second delay" for shut down when the power button is pressed. You want it set to 4 second delay. Otherwise the power supply will instantly shut down when you press the power button and Windows won't get a chance to shut down normally. If Windows locks up and won't shut down, then you hold the button in for 4 seconds and the power supply will turn off anyway.