Are you sure you're shutting it down and not hibernating?
Definitely. I actually tried putting it to sleep, and the fans shut off.
In power settings it shows shut down. I actually disabled hibernate in regedit.
Also, while playing with the bios last night, i saw the fans shut off when the computer restarted after making changes.
This started when I installed the raid controller (SYBA SD-VIA-1A2S VIA PCI SATA 1.5G / IDE ATA 133 Combo Controller Card)
Everything else seems to be working fine.