In vista you would find the default action for the power button on the start menu is 'Sleep'. It simply puts the computer in low power staterather than shutting it all together .But this may not be necessary or useful for everyone .You may want to the system to shut down directly on clicking the power button rather than making it Sleep.To change this setting simply follow the following steps below-
1. click 'StartControl Panel'
2. In the control panel , double click the 'Power Options ' window.
3. click the 'Change Plan Settings ' link below the Power saver radio button.
4. click the 'Change Advanced power settings link
5. expand the 'Power Buttons and lid ' setting.
6. Expand the Power button action ' and 'Start menu power button ' options .
7. Click 'Setting' and select the 'Shut down' option from the drop down list .
8. Once done click 'Ok'
Now your system will get 'shut down' instead of 'Sleep' when you ll press power Button.