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When you use the Turn Off Computer command on the Start menu to shut down Windows, your computer may automatically power down after the "Windows is shutting down" message is displayed.
To prevent the computer from shutting down automatically, disable the Advanced Power Management (APM) feature within Microsoft Windows XP by performing the following steps:
The Advanced Power Management (APM) feature is not enabled by default except with Microsoft Windows XP upgrade installations or new OEM systems. This behavior occurs only when the Enable Advanced Power Management (APM) support option is checked and if the computer BIOS is Plug and Play-compatible, which supports APM features.
Using Power Options in Control Panel, you can adjust any power management option that your computer's unique hardware configuration supports. Because these options may vary widely from computer to computer, the options described may differ from what you see. Power Options automatically detects what is available on your computer and shows you only the options that you can control.