Here's our Windows XP Tip for.. April 6, 2005
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Restart Windows
Many users were used to quickly restarting Windows 98 by holding down the shift key after choosing Start--Exit, and then choosing the Restart radio button. This bounced the OS and not the entire box.

Windows XP doesn't support this feature. If you want to restart Windows, you're going to have to restart the entire PC from the ground up.