When Windows XP won’t powerdown automatically, the APM/NT Legacy Power Node may not be enabled.
To enable this, right-click on the My Computer icon, click Properties | Hardware | Device Manager | View. Check the box labeled “Show Hidden Devices.” If it’s available on your computer, there will be a red X on the APM/NT Legacy Node.
Try enabling it and see if this resolves the powerdown problem.
Or, to check the other side of the APM/ACPI coin, open the Power Options applet in Control Panel. If there is an APM tab, make sure the “Enable Advanced Power Management Support” box is checked.