That's a standard feature of ATX-style motherboards.  The soft power
switch is a giveaway.  If the switch doesn't click and it shuts off like
you described below, it's a feature of the ATX power management.  My
Micron Millennia Pro2+ does the same thing.

Drew Dunn
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Phil Cody wrote:
>
> This evening while helping someone install memory in a P5-133 Gateway with
> the original release version of Win95, I noticed that the familiar "It is
> now Safe to Turn Off your Computer" message that normally appears on every
> other Win95 machine I've seen a few seconds after clicking start, shutdown,
> shutdown the computer did not appear on this machine.  The monitor went
> black and the system appeared to shut down.  I asked the owner about it and
> was told it had always been that way, and that tech support at Gateway had
> told them two years ago that some PCs  just did that and not to worry about
> it.  Has anybody got any thoughts about this?