open a terminal and login as root - or type "su" and enter the root password (if one is set for root)
type this command
modprobe apm
This will load the Advanced Power Management module (driver) that is responsible for shutting the system down.
Also do as mentioned and double check the bios settings. Another prob is ACPI - check out your /etc/lilo.conf file and be sure that you disable the ACPI - there is an easy way to do this in the "mandrake control center" Under the "boot loader" section - be sure to disable the ACPI.
If the modprobe apm works, you can simply add that command to the end of the /etc/rc.d/rc.local file so it is loaded everytime you start the PC
