Another one I noticed:
I have two monitors running, a 17" for e-mail only (normally - unless I drag a window across) and a 19" for everything else.
Come sleepytimes, when powering down for the night, if I click the close button on Outlook (2007 Ultimate), the page disappears and my desktop shows. I then go to the main screen, start button, switch off, and watch it slowly commit suicide.
When the main screen goes black - with the exception of a small text box saying "No video signal" - nothing else happens. The actual PC continues to run and illuminate my office with the group of bright blue LED's that have been wired into the front case fan for some reason which I have yet to discover.
If, however, I leave Outlook running and go direct to the start button and click "switch off", it still slowly removes each program from it's life support, e-mail monitor goes black, main monitor eventually tells me there is no video signal....but then the PC turns off (and I need a torch/flashlight to find my way out of the room).