This may be a dumb question, but are you actually "Shutting Down" or hibernating? I think there are some interesting settings under Control Panel/Performance and Maintenance/Power Options ... look in there to see if there is anything set in an odd config.
i would select it to turn off through shutdown menu, it would go through the sequence, beep 3 times then shut off.
(i hear the computer humming)............. (turns on again) what the hell! (unplug from behind) lets see you turn on now haha!
Windows has started.
Would you like to play another game?