Why doesn't Turn Off The Computer turn off the computer?

[Malcolm Fitzgerald]

When I log out and select "Turn off the computer" it shuts down the 
system and leaves the machinery running, displaying this message:

"The operating system has halted.
Please press any key to reboot."

Pressing the power button fires up the system. I have to hold the power 
button down for several seconds to get a forced power-off or pull the 
plug.

How do I setup BSD so that the command at the login panel turns the 
machine off?

Malcolm