
By default, the power button in the Vista start menu doesn’t actually turn off the computer, it puts windows to Sleep.
In order to turn off the computer, you would either need to hit the power button, or click the little arrow next to the lock button and select Shut Down.

If you want to change the power button to actually turn the computer off, click on the Start Button, type the word power in the search box and click on Power Options, which is also available in the Control Panel.
From here, the Balanced option is selected by default, so either leave at this setting, or pick the one you want to use and click the Change plan settings link beneath it.
From here click on the Change advanced power settings option.
Scroll down to Power buttons and lid, and open the Start menu power button setting, and change it to Shut down.

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