By default when you press Vista Power button to shutdown, it actually put the OS in Sleep mode.
To change it to shutdown completely
Press Start button > type Power > select Power Options > In Select a power plan window > select a power plan and click on Change plan settings link > In the Edit Plan Settings window > We are not there yet. 😉
Click on Change advanced power settings link, and you’ll see Power Options window. > extend Power buttons and lid list > and then extend Start menu power button. In Setting change from default Sleep option to Shut down one.