shutdown -s -f

then press enter to see if the machine still restarts. If it does, I’d suspect you are looking at a P/S or main board problem. Since you probably have not loaded much else on the machine yet, you can try re-installing XP, but I do not think that will resolve your issue.

If you have an interest in learning more about eh shutdown command mentioned above, Google “windows shutdown command” and follow up on the firsrt few results. Quotes are used to differentiate the seach terms from the text.

Start > Turn off the computer > shut down
or
Hold ALT key and tap F4 key
or
In Task manager hold down the CTRL key and tap the U key

it should shut down properly. You are making sure the shutdown window says “shut down” and not “Restart”, often it is the “Restart” option if it had been selected before.
Try them all and see what happens.

Each one of these methods shows you what action it is doing. Restart, Shut Down or Sleep. Make sure Shut Down is selected.