The reason is that XP doesn't believe it can turn the PC off.
This may be caused by a BIOS setting on your PC.
As you PC is starting (still with the black screen) look for a message like 'hit DEL key to enter setup' and press whatever key it says.
Then use the menus to find the power control settings (every PC's BIOS is different, so I can't tell you how).
You need to have ACPI-compliance enabled. Then make sure Power Management is enabled (this could be under a different submenu)
If you change something and are happy with it, hit the key it says to exit and save the changes. The PC will restart. It may find new devices, just let them install.
If you panic and want to get out of the BIOS without changing anything, hit the key it says to exit, but DON'T save changes. Your PC will then restart, as it was.