Restart the computer from a shortcut

c:\windows\rundll.exe user.exe, exitwindowsexec
c:\windows\rundll.exe shell32.dll, SHExitWindowsEX 2

Shutdown Problems

Windows XP
Control Panel>Power Options>APM
Check Enable Advanced Power Management support

Windows 9x

Msconfig>Advanced>Disable Fast Shutdown.
The exit windows .wav file can also cause this.
Windows 98 SE: Article and Patch (Microsoft site)
If your computer still won't shut down properly, check this page.

Run programs at shutdown

The start command allows you to run DOS and Windows programs from a batch file. The /w switch allows the program to finish running before the next program starts running. For example, if you want to run scandisk before shutting down, you need the following batch file: @echo off start /w
c:\windows\scandskw.exe /a /n start c:\windows\rundll32.exec:\windows\system\shell32.dll,shexitwindowsex 1
Create a shortcut to your batch file, then click it when you want to shutdown.

Shut down programs when shutting down windows

[HKEY_CURRENT_USER\Control Panel\Desktop] Create the string value AutoEndTasks, value = 1. Reboot.