win xp problems shutting down

I just built a computer and installed windows xp.
Everything runs fine except when I shut down the
computer, at the end of the shutdown a get a blue screen
with an error message that flashes for a sec, then
instead of the computer turning of it restarts itself.

A friend said he heard xp had a bug that caused this and
told me to download latest updates which I think i
already did and its still having problems

Any help would be appreciated