If windows is set up properly and your hardware plays along, you should be able to press (not hold) the power button once on your computer to shut it down properly.
If that works, then it's a fairly simple matter to bypass the case switch and run wires from your PC to a button on the outside of your cabinet.
I picked up a push button switch from radio shack (see below) and mounted it in the location where my cabinet originally had a toggle switch for power.
RadioShack Momentary Switch
Normally open. Includes one red and one black. Pkg. of 2
Catalog #: 275-609
You can also use one of these to power up other stuff in your cabinet like the monitor, marquee, and possibly powered speakers...
EcoStrip 2.0 - USB Controlled Power Strip
It has a USB cord that plugs into your computer. It allows it to sense when your computer is turned on so it can control the other outlets with a relay.
GroovyMAME support forum on BYOAC