Restart Your PC without Restart ;)

this works both with windows vista and xp.
so hers the trick..

Select Start, then hover over the right arrow that is to the right of
the padlock icon until the pop-up menu appears that contains “restart”
as one of it’s choices. Hold down the SHIFT key while clicking on the
“restart” choice.

Windows xp : Select Start. Select “Shut Down…”. Change the drop-down combo box under “What do you want the computer to do?” to “Restart”. Hold down the SHIFT key while clicking on the “OK” button.