My Book 3 TB won't power down

I recently purchased a My Book 3 TB and went through the whole Time Machine backup process, when I went to shut down my Mac Pro, the external hard drives power stayed on, I wasn’t sure why this was happening so I tried the power button, and nothing happened, so I finally got fed up with it and just unplugged the AC adapter from the drive itself. I then turned the Mac Pro on again and checked to make sure nothing was lost from the drive itself , but everything seems intact. Thinking this might need an update, I updated to the latest WD Smartware and it still stays powered on even when I shut down power to the Mac. Any thoughts as to how to power down the drive without having to manually unplug it or even how to get the power button to work?

Thanks

MichaelJK

Even though you see the front light will stay on, the my book will go into sleep mode. You know that the my book is being used when the front light starts blinking.