Parapunter and Bushfiva, my apologies.
What I meant was this:
Sometimes you install a software that requires restart, or for some other reason you need to re-start the PC. You click on "start, turnoff computer" the three options come up (standby, turnoff, restart).
You click on restart and instead of initiating the process, the PC just shuts down; windows shuts down. You have to press the "on" switch again to turn the PC on.
I have tried several different options suggested by the help desk of Windows XP, but to no avail.
My PC is an old HP Pavillion a320 ME
Hope this is clear enough so you guys can give me some help