Knoppix Shuts Down but PC Stays On

[jMon54]

I am running Knoppix 3.6 (hard drive install) on an old Dell Dimension V400 computer (it's got a Celeron 400mhz CPU). All works well but when I exit the program, the computer remains on. On another computer, one I built myself, when I exit Knoppix the computer turns itself off. I much prefer that method. Any ideas?