Its got nothing to do with windows 7. Once your system has powered off, for example HDD, CPU, GPU whatever is still running is being controlled by your motherboard. I have a feature on my motherboard i can enable/disable to keep system fans running when the system is turned off. Power off your system & then disconnect your HDD (ONLY IF ITS SATA POWERED) & you will see your fans still spinning which is clear proof its nothing to do with windows.
Go into CMOS & look for fan control or it might be named something slightly different. Some motherboards have this feature enabled by default for some annoying reason, fine if your located in a often hot climate but not if your located in the likes of England where I'm from.
If however your CPU/GPU fans are spinning, it means your system is not fully shut down & its a problem I'm currently experiencing atm so for a resolution i cant help because i dont know myself. If the fans are not spinning your system is off, but some PSU supplies have a temperature control so its fan will spit for a little longer to cool it down if its still warm.
Hope this helps..