Are you getting any error messages when this happens?
One suggestion is to try the following:
1) Click on Start
2) Type sysdm.cpl in the search dialog box and press Enter
3) Click on the Advanced tab
4) Click on Settings under Startup and Recovery
5) If there is a check beside Automatically Restart then click to remove it.
6) Click on OK to close Startup and Recovery
7) Click on OK to close System Properties
8) Reboot the computer
9) Shut down the computer to test to see whether or not this helps.
http://www.pcworld.com/article/247392/my_computer_reboots_when_i_tell_it_to_shut_down.html
Another possible solution involves editing the registry...