By default, this menu appears at boot time whenever the system was previously shut down with a resident module active that couldn't be terminated normally. Since the debugging process for this error requires services which, at this point in time, are no longer resident that would allow user interface, XP has no other choice than to red-flag that particular shut-down. The next time the boot process is activated, the ''red flag'' is recognized and XP will then activate the boot menu which you are seeing; the assumption being, that a problem occured during shutdown that the user could possibly repair through one of the menu's system boot options. This occurence, however, is not classified the same as an ''Improper Shutdown.'' You therefore, will not see the ''Scan disk for errors...'' interrupt.
The faulting module in most cases is a private launch by either a spyware/malware program or an OEM program requiring hardware interface software, ie., WIA(Windows Image Aquisition) services. If the hardware is unsafely removed, or not recognized, the faulting module can cause XP to lose that module's stack vector which prevents a normal termination. Was your laptop ever docked? You might have a resident program that is constantly searching for non-existant hardware. Is your anti-virus/spyware removal program active and updated? You may have a net-pinger that's trying to ''phone home'' during shutdown. A third possibility is a corrupt 'BOOT.INI' file. you can check this out by going to 'Start', 'Run'. Type in "msconfig" and hit the Enter key. When the tool menu appears click on the 'BOOT.INI' tab.