This may be a driver problem or some windows crash, Update all drivers and Windows first. (including mice, etc.)
More information about the system would be nice. What version of Windows?
Assuming Win XP or higher, a quick fix might be
Right Click My Computer, Properties (XP)
or Control Panel ->System
Go to Advanced tab - > Startup and Recover Settings
Uncheck "Automatically Restart"
Try shutting down. What happens?