will not sign off normal

When I go to turn off my computer Dell C521 the crazy thing doesn't turn off but goes into a repetive routine of showing a full red, green, yellow screen. I have to turn it off manually. Can anybody give me a clue as why it does it and how to stop it, and arrive at a normal turn off?

 

Does it turn off normally in Safe Mode.

 

It does the same in safe mode also

 

Hello rgaleh,
You may wish to start by checking and resetting a power scheme.

How to set up power management or a power scheme:
http://www.microsoft.com/windowsxp/using/setup/maintain/powermgmt.mspx

Below link has good howto with the exception of hibernation which I personally dislike and have always disabled it and reclaimed a large chuck of space by deleting hiberfil.sys afterwards.
hiberfil.sys

Choice is yours but I just don't need nor choose to risk data loss should computer be shutdown or lose power in an odd way.