If they are truly identical computers (i.e. motherboard and PSU), they should
both behave the same way in regards to turning off.
What may have happened is when your OS was initially installed, the Computer
type selected was "Standard PC". With it setup this way, Windows believes that
it can not turn off the computer so it leaves the "safe to turn off" screen
waiting for you to power it down manually.
You can check to see if this is the scenario by looking in the Device Manager
under the "Computer" heading to see what it says. Most likely you friend's
computer is showing some sort of ACPI type for the computer.
If your computer does say it is a "Standard PC" and your friend's is showing as
an ACPI type of computer, you should be able to update the driver of your
computer to match his (you should be sure that your motherboard's are identical
otherwise you may your system may not boot properly after the switch--see the
WARNING in the link below).
Here is some additional info to read:
http://support.microsoft.com/default.aspx?scid=kb;EN-US;237556
Paul
