PC not powering down

When I run 'shutdown -h now' my PC (PII 166Mhz) will shutdown but not power off.  I've tried out several Linux distros on this box, including RedHat and Slackware, and Arch linux is the only distro which doesn't power off.  With Slackware I had to run 'modprobe apm' but that module doesn't appear to be available for Arch (even after I added package 'apm').  Am I missing something basic here?  Should 'shutdown -h now' power off the PC?  In case it is of importance, GRUB config is as below:-
timeout   5
default   0
color light-blue/black light-cyan/blue
title  Arch Linux  [/boot/vmlinuz26]
root   (hd0,2)
kernel (hd0,0)/vmlinuz26 root=/dev/discs/disc0/part3 ro

As suggested I re-compiled the kernel with only APM support (including APM realmode-power-off), but with no effect - the PC still halts but does not power off.  Should there now be a different parameter in GRUB?  I tried 'modprobe apm' (which is what worked for Slackware) but I just got 'module does not exist'.

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