Hi,
Method 1:
I would suggest you to refer the link and run the troubleshooter:
Troubleshoot power problems
http://windows.microsoft.com/en-US/windows-vista/Troubleshoot-power-problems
Method 2:
Refer to the link and check if it helps:
Turn off a computer: frequently asked questions
http://windows.microsoft.com/en-US/windows-vista/Turn-off-a-computer-frequently-asked-questions
Method 3:
I would suggest you to follow these steps and check if it works:
a. Open Device Manager by clicking the Start button, clicking Control Panel, clicking System and Security, and then, under System, clicking Device Manager.
If you're prompted for an administrator password or confirmation, type the password or provide confirmation.
b. In the list of hardware categories, find the device that you want to allow for waking your computer, and then double-click the device name.
c. Click the Power Management tab and then click the “Allow this device to wake the computer” check box.
d. Click OK.
Let us know if it helps.