Windows 7: Laptop doesn't shutdown after clean Windows 7 install

Hello,

I perfomed a clean windows 7 install on a dell latitude 820.

The stange thing is that if I press the shutdown button, windows seems to shut down but after the screen turns black the power an bluetooth lights keep burning.

I see no further activity on the laptop.

Anyone seen this before and know a solution?

Thanks in advance.

Probably going into sleep
Go to Control Panel>Power Options>(on the top left)Change what power buttons do

Is it set to Shutdown?

Thanks for your reply,

However, the powerbutton I'm mentioning is the one you see when you press start and then shutdown.

Should be one in the same i think

See attachment...