As I'm running a headless server, I like to be able to shut down my home server by pressing the power button on the box - this is useful if a thunderstorm approaches, or any other reason I may have to want to turn it off.
I'm running Ubuntu 11.1 with xfce desktop and a Dell MicroServer. Your system may have different requirements, but this is what worked for me.
* Navigate to Application->Settings->Settings Manager. Settings and Startup
* Ensure 'log off required' is unticked
* In Settings Manger->Power Manager click the down arrow next to 'When Power Button is pressed' to show 'Shutdown'
I find that this works most of the time, but sometimes doesn't, possibly due to running a backup or downloading an update. Anyone who has a fix to ensure a Shutdown, please reply.