computer keeps rebooting

I installed windows xp professional on a maxtor harddrive. The drive is installed alone on first IDE. On the second IDE I have a msi cd-rw as master and cd-rom drive as slave. When I shutdown, the computer shutsdown but immediately the lights come on in the cd drives and the computer reboots and reloads windows xp again. What is the problem? How can I resolve this? Help. Thanks. MMN