setting> power> shutdown option. When I press the option, nothing happens.
That's just a setting, not an action. You need to press the ON/OFF switch, not the option, to activate the setting.
1999: Freeserve 48K Dial-Up => 2005: Wanadoo 1 Meg BB => 2007: Orange 2 Meg BB => 2008: Orange 8 Meg LLU => 2010: Orange 16 Meg LLU => 2011: Orange 20 Meg WBC