I've just added a new 3750 switch in DFM. It is in known status and the ports that I want to managed are set to TUE. However, I do not get any alert in DFM console whenever one of the managed ports go down. I have tried to delete and rediscover this device from DFM but still the same.
I missed that you said you "typed" the shutdown command. This won't work. If a managed port/interface is shutdown, then DFM considers that a healthy state. That is, the administrator has said, "this port is not being used." No event will be generated. To really test DFM, you need to "no shut" the port, then unplug it. That should generate an event after about four minutes.