Hi there.
The machine in my profile has seemed to grown this problem... I will pull the power out of the PSU and when I plug it back in, I can hear my case fans and the HDD power up without starting the machine!!
I hit the power button and it sounds like the CPU fan starts and the machine runs like normal. When it shuts down, it shuts down properly but only the CPU fan stops!
So in my off state the case fans and all SATA devices are powered (just ejected my dvd drive when the machine has 'shut down'!! only my SATA drive though...) is definately running...
Any ideas on what this could be as I have no idea. It never did this when I first built the rig.