Also while in Safe Mode you can select "No Automatic Restart" for a once only boot option (at least I think it is once only)?
Or you can permanently disable it via Startup and Recovery options in System Properties (Advanced System Properties).
See if it will give you a BSOD with error details.
You can also check the Event Viewer for errors (ignore the usual ones attributed to being in Safe Mode, or check it out before you play with Safe Mode.
This is a handy Shutdown trouble guide too (XP related but useful).
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