Problema resolvido....
Para quem necessitar ver este site:
http://aumha.org/win5/a/shtdwnxp.php
No meu caso a parte que resolveu foi esta:
REBOOT INSTEAD OF SHUTDOWN
Most Win XP shutdown problems reported thus far have been that it reboots when shutdown is attempted. This may be a global symptom emerging from several distinct causes, because, by default, XP executes an automatic restart in the event of a system failure. Therefore, more or less anything compromising the operating system during the shutdown process could force this reboot.
Disabling the “restart on system failure” feature may permit the exact cause to be isolated: Right-click on My Computer, click Properties, click the Advanced tab. Under “Startup & Recovery,” click Settings. Under “System Failure,” uncheck the box in front of “Automatically restart.”
Após ter feito isso o pc antes de fazer o shutdown começo a dar um ecra azul e falava de conflitos com a grafica....
Vim a descobrir que a grafica estava a funcionar com o AGP a 4X em vez dos 8X que deveria estar... Alterei na Bios e Voila... Problema resolvido
