Did you make any changes prior to this starting to happen? Often times it's a driver problem that causes shutdown problems. For starters I'd suggest going to Device Manager and look to see if any of the entries have ! or ? next to them. If you downloaded any drivers from other than your manufacturer's web site, that can cause problems. If this just started happening recently, you could try System Restore to go back to a date prior to the problem's beginning.
I have a 2003 desktop computer, XP Home Edition, SP3. Norton Security Suite. When computer boots up, I hear a boom noise right before Constant Guard loads. I also cannot shut down properly. The computer reboots when going to start-shutdown. I have to do a hard shutdown. How do I fix this?