I've posed in the Asusboards thread:
I'm positive the Cold Boot Problem has to do with the ATX PS connection. At least in my case I've read this thread from start to finish.
Those who have changed their entire PS found it went away. Thus, reseating the ATX plug to the mobo. I doubt it has to do with the actual PS unit itself, because people with a Antec True 430W are getting cold boot problems right from the beginning. The Antec True PS is the best PS on the market.
Now onto my experience. I bought the ASUS P4PE with a Enermax 431W nearly 2 months ago and I've had absolutley NO COLD BOOT PROBLEMS at all. Until, 2 days ago when I tested an Antec True on my system. I wanted to see the difference in 3.3V and 5V between a Enermax and Antec True. Immediately after installing the Antec, I got my first Cold Boot problem. I remind you this PS is the best money can buy, so rule that out. I changed back to the Enermax and the same problem! My search for an answer began.
Then, I found this thread. Someone suggested reinserting the ATX plug to the mobo. So, I did that. And guess what? NO MORE COLD BOOT PROBLEMS. I'm convinced the Cold Boot issue has to do with the ATX connector on the mobo. Try it and see if it works for you.