Probably it is not completely shutting down, then sits there a bit, then faults and restarts itself. Go to...
Control panel -> System -> Advanced -> Startup/Shutdown Behavior and uncheck "Autorestart on error" or whatever it is called. If I am correct you will then get a blue screen dump instead of a reboot, and may be able to tell from the error message which component is at fault.
Oops, edit, saw you did that.