This is known as Hibernate in Win2K....available in the shutdown menu, as long as you enable the functionality under Power Options in Control Panel. Go to the Hibernate tab in Power Options, and check Enable Hibernate.
Win2K shutsdown in about 10 seconds, and then is able to boot in less than 10 seconds. It's quite cool actually.
If you have an SBLive Platinum, there is a known issue with Creative's drivers that can cause problems with the Hibernate facility.