The problem with sutting down so fast is that is that the OS doesn't give enougt time to the hard disk to send the data from the cache to be saved, and you end up losing some data. That might be way it runs scandisk at start.
This was found with processors over 800Mhz
MS addressed this issue by releasing a fix. I can't check the name because I installed in all my PCs already, but it was something like Disk cache (or very similar).
Just run a Windows Update.
The service pack is a good place to look, but I think this was addressed separately, since even having the SP will appear in the Win Upd. web page.
This was already included in Xp