XP Restarting & Restarting & Restarting

I have fresh installed Win XP on a P2-333mhz system. Everything went well, all of a sudden I shutdown the computer and it restarted itself.
I thought maybe I had hit restart, but tried and tried again to shut down. Finally it was turned off by the power strip. I’ve done all the upgrades, checked the power switch, had a friend recheck the settings, it seems like it doesn’t want to sleep, but I do. lol.
Anyone come across this problem or know why this is happening and let this poor thing get some rest. (Me not the computer).