Computer reboots after shutdown

[Max Volume-FkM-]

I've had this computer for about a year now. I run win XP and I have all the latest updates. When I go to start > shut down and choose the option to shut down, my computer reboots immediately. I've heard of this problem before but haven't been able to find anything that works. I've reinstalled windows a few times before to fix it and that didn't help. Any info is appreciated. Thanks.

[MitsuMan]

I have a few at work that do this. running win2k, it only happens when you enable advance power management in the Power Options tab. (havn't fixed it though) post specs.

[Max Volume-FkM-]

I have a CNet Pro200 PCI Fast Ethernet adapter as my network device.
I'm not sure about the exact make of my motherboard except for the fact it is an MSI board. I should probably go look for a motherboard driver update, right? I'm pretty sure I heard that might be a solution.