The feature is called hibernate. It can be disabled for more storage space (as much as your memory because the hibernate file will be the size of your RAM). If you disable it then the startups will take longer. Hibernation just puts everything from the HD back into the ram and you're going from were you left off the previous time you shut the car down.
I simply shut down the system.
Windows goes through 3 screens when shutting down. First there is a screen where it says " Disconnecting" then the text change and it says " storing your settings" and finally the text changes again and it says " storing unstored data to disk".
This is a crude translation of the text that I see because I have a Greek version of Windows XP Pro.
yes u can there is this option to stop and end all task upon shut down its with in the new nlite 99.5 enjoy (im assuming ur talking about the screen that says saving all work, and the option for ending all tasks....both off those are in the new nlite)