My dell inspiron 2500 previously had no advanced power management support under RH7.3. After looking on the web most sites said that did not support it's architecture. This confused me since RH7.2 support apm on my laptop.

I went to the Dell website and saw that there was a bios update vA15.
I updated my bios and booted in to linux, crossed my fingers and shutdown my laptop. To my suprise and delight it shutdown w/ out me having to the press the power button!

So anyone w/ a dell inspiron 2500 or similar model w/ similar problem, a bios update might be the answer you are looking for.