Please Enable "Do not turn off system power after a Windows system shutdown has occurred" item by following steps:
1. Click Start, click Run, and then type gpedit.msc.
2. Under Local Computer Policy, expand Computer Configuration, expand Administrative Templates, and then expand System.
3. Double-click Do not turn off system power after a Windows system shutdown has occurred.
4. Click the Setting tab, click Enabled, and then click OK.
If enable it but the message still not show up, please download following hot fix from Microsoft web site then install.
http://support.microsoft.com/kb/2660114