Laptop restarts instead of shut down

I have a Compaq Laptop with Windows XP Home, When I shut down the
laptop it restarts, How can this problem be solved

[rosamundwo]

3rd Attempt (Success!!)

Problem recognized: Wake on LAN

Right click "My Computer"
Select "Properties"
Go to "Hardware Device"
Click "Device Manager"
Select "Network Adapters"
Select "Marvell Yukon .....PCI-Fast Ethernet Controller--> right click ---properties--->power management-->deselect "Allow the computer to turn off this device to save power"--->Go to "Advanced" tab--->put value off for "Wake from shut down" --->value none for "Wake up capabilities"
press OK

If this doesn't work then check your BIOS

Restart ---> press F2---> go to "Main" tab --->Network boot [Disable] --- Save