I have a Dell OptiPlex GXa 333MHz, running Windows 2000, all the recent service packs, blah blah blah. When I tell the computer to shutdown, it goes throught it's spiel, and then sits on the classic "It is now safe to turn off your computer" screen. The hardware supports shuting itself off, the MotherBoard is ATX. It worked while it had Win98 on it, and it worked with several different Linuxes. While Googling, I found a tip to change the 0 into a 1 in the following registry value:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon\PowerdownAfterShutdown

It still doesn't work. Any advice?

Try these.
NT Compatible thread #6332
Annoyances article

Thanks, enabling APM (from the other thread) fixed the problem.