First thing to do is to use Windows Update to install any available updates for your computer. You are possibly suffering one of the occasional Startup/shutdown problems which previous updates have addressed. These problems can occur when certain combinations of components are used for building a computer system.
Next thing is to check that your 'Power management' settings are correctly configured in both BIOS setup and in Windows itself.
Some details of the make and model of your computer (or the motherboard contained in your computer) will be necessary to enable detailed advice to be given.
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Grandad
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since Mar 2004