While I would look in the EVENT VIEWER for clues, you should review the XP Shutdown article from http://www.aumha.org/articles.htm
Wonder if anybody can help with this one. I have an HP Pavilion a550e. Bought it about 4 months ago--just before systems came with XP SP2 preloaded. It worked aboslutely fine before I installed SP2. It still does since I installed SP2--with one weird little exception. It does NOT like the "restart" option. I have to turn it off completely and power up from scratch. If I try to use the "restart" option (or if I'm installing something new or upgrading something already on my system and am prompted to restart), it shuts down Windows, but then won't come back up again. And the only way to get it to come back to life is to unplug it, plug it back in, and power up.
Any ideas/suggestions? Thanks!