Do you have to have Wake On LAN enabled in the BIOS?  Its a long shot, but I believe that might cause the problems you are seeing.
When shutting down the system with the start menu, it logs off and shuts down. Then it immediately restarts. The restart is not a normal restart, as it seems to completely power-off before powering back on. It will also "wake up" when trying to enter sleep mode.   This is not a "blue-screen" automatic restart, and the problem occurs with the wireless router on or off. I have studied the event viewer, and found nothing conclusive.    I finally narrowed it down to the wireless network connection. As long as I disable the connection prior to attempting shutdown, the system shuts down normally.   If the wireless connection is enabled at the time of shutdown (even if it’s disconnected from the network), the computer restarts.   I updated the driver, but it made no difference.    The wireless network card is a D-Link DWA-556 Xtreme N PCIe desktop adaptor (802.11n). Driver version 7.4.2.87, dated 7/2/2008    Has anyone solved this problem?   Thanks!   (I also have a post for this problem on the Vista forum, posted before I’d narrowed the problem down to the network card)     System Info: Dell Inspiron 530s, 4GB RAM, Intel Core 2 Duo CPU E4500 2.20 GHz. Windows Vista Home Premium, SP-1; Bluetooth mouse and keyboard
Cannot shut system down with wireless connection enabled