Can't shut down computer. K9A2GM

Hello!
I have a strange problem, I can't shut down my computer. What happens is that I turn it off and windows shuts down and the screen says "turning off computer" or something. Then it's like that for like 15 minutes then everything goes black and the graphics card fan turns on at 100% speed. Then I have to press and hold the power button for 4 seconds to force it to shut down. I can't make it go into rest as well, the same thing happens.
It all started when I bought a new graphics card ,Powercolor HD 4850, and installed it. I forgot to connect the power chord to the mainboard so when I started the computer the it started to beep and warned me that the power chord was disconnected. So I turned it off and connected it. When I started it again I got a message:
"Warning!!! The previous overclocking had failed , and system will restore its default setting. Press any key to continue..."
But since I had a USB keyboard that didn't work in BIOS I couldn't press any key. So I removed the battery to clear the BIOS and then it worked...but with this annoying problem instead.
I have asked in several forums but they didn't know how to solve it. You're the experts I suppose...If you solve this one I'll be very grateful. My electrical bill is skyrocketing at the moment...
My computer:
Antec Sonata III Miditower, Black w/500W
MSI K9A2GM-FIH, AMD 780G+SB700, DDR2, Socket-AM2+, HDMI, m-ATX, PCI-Ex(2.0)x16
AMD Athlon 64 X2 6000+ 3.0GHz Socket AM2, 2MB, 90nm(89W), BOXED w/fan
Corsair TWIN2X 6400 DDR2, 4096MB CL5, Kit w/two matched CM2X2048-6400 Dimm's
Samsung SpinPoint F1 750GB SATA2 32MB 7200RPM
PowerColor Radeon HD 4850 512MB GDDR3, PCI-Express 2.0, 2xDVI/HDMI/HDCP
MS Win Vista Home Basic Swedish 32 bit
BenQ 19" LCD G900Wad TCO03 1400x900, 5ms, 800:1, VGA

Hi guys!
I tried your suggestions but none of them worked so I finally reinstalled Windows. And it worked fine at the beginning, I could turn it off with no problem. I was later that night, when I was about to turn the computer off for the day, that the problems started. Windows update had downloaded some updates so it said "Installing updates do not turn off computer." It had 69 updates to install so I let the computer on over night. When I woke up the next day it was still on, back in windows. The problem was back...  What is different from my old problem is that the computer doesn't freeze this time.
I reinstalled windows once more but the same thing happened.
What happens is this:
I turn it off, the screen says "turning off computer" but nothing happens. After like 5-10 minutes a blue screen occurs and it says somewhere on the top DRIVER_POWER_STATUS_FAILURE or something, can't remeber exactly. Then it restarts itself.
This is starting to get annoying now...

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