By default shutting down windows 8 will log you off and partially hibernate your os to make faster start-ups possible, on some systems this will cause the standby light to stay turned on when the system is down.
To completely turn off your pc instead, the easiest way is:
on the keyboard type windows + I (to get to the settings in the charms bar)
select the power icon which gives you the sleep/shutdown/restart options
select shutdown while pressing the shift button.
keep in mind, start-up time of the machine will be a bit longer due to the complete startup.