When Windows XP wont powerdown automatically, the APM/NT Legacy Power Node may not be enabled. To enable this, right-click on the My Computer icon, click Properties | Hardware | Device Manager | View. Check the box labeled Show Hidden Devices. If its available on your computer, there will be a red X on the APM/NT Legacy Node. Try enabling it and see if this resolves the powerdown problem. (Tip from Terri Stratton.)
This should resolve the powerdown issue in most cases. However, other factors can sometimes interfere with correct powerdown functioning. In that case, consider the following tips:
If you change the default power settings in the BIOS, it can lead to a powerdown problem. Restoring all BIOS power settings to default will likely fix it. (Tip from Kelly Theriot)
One last thing to try disable the CD-ROMs AutoRun feature.
Let us know what worked for you.