Stone systems based on the MSI H81M-P33 produced between 8/1/14 and 16/1/14 may not shut down then the user tries to shut the system down from within an operating system. Instead, the system reboots and starts the operating system - such as Windows - again.
The cause is because the BIOS has been configured to support S3 wake from USB devices however the motherboard jumpers have not been configured to do so.
Disable the Resume from S3 by USB Device, Resume from S3/S4/S5 by PS/2 mouse and Resume from S3/S4/S5 by PS/2 keyboard settings in the BIOS.
This method will fix the problem but in future the machine will only be able to be woken from deeper power saving states by using the system's power button.
Use the BIOS Settings instructions in this KB article to do this but disable instead of enable the settings. The steps are also below.
Move the JUSB_PW1 and JUSB_PW2 jumpers to finish enabling the Sleep / S3 wake from USB functionality.
This resolution gives the best system functionality but the lid of the system will need to be removed to make the change.
Note: This issue is not related to Wake on LAN (WOL) functionality.