I use ArchLinux and Xfce 4.8
when in xfce4-session-manager I select Reboot or ShutDown my computer just logout.
To turn it off i have to use e.g. 'halt' in terminal.
It began a few days ego. Someone can help me ?
I had once a similar problem with a fresh installation. There was something missing re PolicyKit/ConsoleKit (can't remember the details, sorry, but it should be fairly easy to check you have all the packages you need). Also I had to modify ~/.xinitrc to launch XFCE with this command:
I hope this helps.