My computer reboots when I tell it to shutdown
I asked the IT guys to try removing the PCI/PCIE cards that were installed to see if they were affecting the shutdown process.
Sure enough, removing a Moschip Semiconductor serial/parallel port PCIE device resolved the problem.
I have had cases where even though the BIOS is set to not wake for anything, it still does (especially hard wired NIC - PSU based machines).
Try unplugging your Ethernet Cable, and then shutdown. This will show if it is any sort of "magic packet" that is being sent, even without your knowledge.