You can try what Skallas said, I have not tried or known about that, so I can not speculate.
I couple things though:
1.)Check in Power management and go through all the tabs and see if there is a check off box to turn APM on, I had that same kind of problem because I setup my computer to run in Standard Computer Mode, but the option was there.
2.) Not sure of how this would work on a BX so do so at your own risk.
You can go into Device Manager and see if you have Standard Computer listed. If so, do an update to Standard Computer and select ACPI Computer in the Microsoft section and let it reconfigure during the next reboot. This enable the Windows APM/ACPI functions which include soft shutdown. Again, I do not know what this would do to a BX chipset, your OS may be rendered useless. I do know that this works on new MBs by experience.