Gigabyte GA-EP45-UD3P turns off and on 3 times on cold boot

I just put together a computer. It has:

- Gigabyte GA-EP45-UD3P P45 775

- Intel Core 2 Quad Q9650 3.0GHz 12MB L2 Cache LGA 775 95W Quad-Core Processor

- 2 Kingston 4GB (2 x 2GB) 240-Pin DDR2 SDRAM DDR2 800 (PC2 6400)
(8gb total)

- PNY VCGGTS2501XPB GeForce GTS 250 1GB 256-bit GDDR3 PCI Express 2.0 x16 HDCP Ready

- COOLER MASTER HAF 922 RC-922M-KKN1-GP Case

- Windows 7 Home Prem x64bit

When I cold boot it, it turns on for 2 seconds, turns off, then turns on for 4 seconds, turns off again, then turns on and boots fine.
If I restart computer it reboots fine.
It only does this on and off thing twice on a cold boot.

My question is... Is this normal???
Does the motherboard test or configure something where it has to turn off and on twice?
I would think if a part is faulty it would not boot at all. And when it's finished booting it all seems fine.

CPU is at 30-32 C on bios