Where Did the Options Go?

I recently change operating systems going from Windows 98 to Xp Pro. In 98 I was able to have my internet connection automaticly logon to the server at Start up. This way the connections was established before all the progams had loaded. However in Xp I can’t find a way to do this. Did they do away with it? Also another Problem is shutting down, in 98 when shutting down the system automaticly powered down but in Xp when turning computer off I still have to manualy press the power button on the cache to shut it off. Is this feature gone as well?
Thanks