Computer Shutdown problem

I have a problem....I am using Windows XP and AMD Athlon XP 1700+ with Gigabyte GA-7VTXE....when i press the ShutDown button in Win XP, it becames REBOOT....What is going on???

Hardware List:
CPU: AMD Athlon XP 1700+
MB: Gigabyte GA-7VTXE
RAM: ACE PC-2100 DDR Ram(256 MB)
HD: Seagate ST340016A Barracuda ATA IV 40 GB

Windows XP 5.1.2600
P.S. I am not overclocking and all the BIOS, Drivers version are the lastest
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  1. Perhaps the information on this website can help.

    <A HREF="http://www.aumha.org/a/shtdwnxpz.htm" target="_new">WINDOWS XP SHUTDOWN & RESTART TROUBLESHOOTING</A>

    Toejam31

    <font color=red>My Rig:</font color=red> <A HREF="http://www.anandtech.com/mysystemrig.html?rigid=6847" target="_new"><font color=green>Toejam31's Tantalizing Tantric Toy</font color=green></A>
    <font color=red>Second Rig:</font color=red> <A HREF="http://www.anandtech.com/mysystemrig.html?rigid=15942" target="_new"><font color=green>Toey's Dynamite DDR Duron</font color=green></A>
    ____________________________________________________________

    <font color=purple>"Procrastination on your part does not constitute an emergency on my part."</font color=purple>
  2. From Control Panel/Power Options/Advance Tab, make sure Shut down on the scroll tab-When I press the Power button
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