I have to shut down my pc twice, first time it just reboots
 

New pc, p4, XP sp. II

Pretty strange stuff. If I close it down the first time, it will only reboot, if I shut it down after that it will shut down.

Anybody had this too?

Any solutions?

Yep, put it back in the box and get a replacement. Any computer that messes up on me shortly after I get it, I have it replaced, rather than fixed. If you don't often times it just ends up being one problem after another.

google up spybot sd and download and scan your computer

Sounds like it could be a virus or spyware but it could be a faulty power supply also...I would take it back

Taking it back would suck, I need it.
I have some new MS Spyware checker and it doesn't see anything.

It is something i did not have before though, I have this pc for about 4 months now (which is 'new' to me;)), this only happens since a week or two. Hard to tell, as I do not turn it off that often.