Whenever you want to logoff, shut down or reboot your Windows XP machine you have only 3 choices
(1) Standby ONLY IF the ACPI/APM function is properly enabled BOTH in your motherboard's BIOS AND in WinXP!
(2) Restart
(3) Shutdown.

To properly enable Hibernation in WinXP:

Start button -> Control Panel -> Power Options -> Hibernate tab -> check Enable hibernate support box -> Apply/OK -> reboot.

NOTE: If the Hibernate tab is unavailable your computer does NOT support it!
For some reason Microsoft did NOT enable the 4th option:
(4) Hibernate, which should be available on power saving (ACPI) enabled PCs and laptops.
But you CAN bring it back: just hold the Shift key while the Shut down menu is displayed on your screen, and notice the Standby button being replaced by a new, fully functional Hibernate button, which can be clicked with the left button of your mouse.

If you release the Shift key, the Hibernate option will disappear once again, to be replaced by Standby.