When you click on the Shut Down option, your computer restarts instead of shutting down. This event will happen because windows XP is designed to automatically reboot when a critical failure occur. Maybe the the Windows detect a crash during system shutdown thats the reason it restarts.
To solve this:
- Right click on My Computer
- Select properties
- Under properties, select advance
- Click setting at the start-up and recovery
- Unchecked the automatically restart
- Click OK then close
OR
1. Click Start > Run and type REGEDIT
2. Double click HKEY_LOCAL_MACHINE
then System
then CurrenControlSet
then Control
then click CrashControl
then System
then CurrenControlSet
then Control
then click CrashControl
3. Double-click on AutoReboot on the right side
4. change the value from 1 to 0.
Close regedit and restart the computer.
NOTE: "IF NOTHING HAPPENS, BACK-UP ALL YOUR DATA AND PREPARE FOR REFORMAT"