My Computer Reboots When I tell It to Shut Down

Problem:-When you shut down your PC, something goes wrong and crashes the computer. By default, Windows reboots after crashing, producing the effect you describe. To my mind, that's stupid behavior, since it masks the actual problem. In a case like yours, when the crashes happen at shut-down, you don't even realize that Windows is crashing.

Solution:-

it's easy to change this behavior. Select Start, (Start then Run in XP), typesysdm.cpl, and press ENTER. Click the Advanced tab, and then click the Settings button under 'Startup and Recovery' (as opposed to the other two Settings buttons on that tab). Uncheck Automatically restart.

With that change, Windows will no longer reboot when you tell it to shut down. But it will still crash.