Carol: are you sure it isn't something more serious?
I think that's what happens when a processor overheats, the system stops and then reboots. It has happened to me, but only under win98 on my older machine when the cpu fan stopped and i didn't notice it. I'm not sure if that's the default behaviour on XP, though.
PS: probably it's not that, but i thought i'd better put that out just in case.