What's wrong with just getting a setup with a 12V relay and hooking it up to a com port (i.e. with power supplied it will cause the com port to be RTS), then just get/make a simple program to monitor the com port, when it detects NOT RTS start a shutdown.

Or even easier, just wire the relay up to the power switch (with a 2 state relay, one that connects A and B when the power is supplied and B and C when the power is dropped), then just have the computer shut itself down when it detects the power button being toggled.

This won't completely shut off the PSU so you'll have the thingy draining a little bit, but I don't imagine that the PSU in standby mode sucks that much power, does it?