Satellite Pro P300-05X restarts after shut down

Hi All,
I've owned my notebook (Satellite P300/05X, Processor P8600 (2.4GHz), 17" Display) now for 1 week and I have been very frustrated with this problem I'm about to explain.
After selecting "Shut Down" option (not "sleep", not "hibernate" etc, but definitely "shut down"), the notebook goes through the steps of shutting down, and then all the lights on the touch finger pads turn off, and then the light from the main switch turns off. And then for no apparent reason, the notebook starts up again like as if I've pressed the switch back on! This morning was the worst, I went through the steps of shutting down 3 times! before it actually switched off...very frustrating especially if you're in a hurry.
Also, I have noticed occasionally the main switch light does not go off at all, all other lights do however, but not the main switch...and then all of a sudden, the machine springs back to life!
Now this problem is very random and does not happen all the time. On average it will automatically restart on, say 1 out of 7 times (except this morning!!!).
As I've said, this machine is very new. It has Vista Business, and I have installed only a handful of programs (Eclipse/Java, MySQL...that's pretty much it). And I'm very sure it's not a virus, nor malware. Plus I have not changed any BIOS settings.
But I have turned off all power options in the Control Panel (that is, "never" turn off hard disk etc etc).
Any ideas??
Thanks a lot guys....

Have you connected external devices to the notebook like printer, external HDD and so far?
Disconnect them because this could maybe cause the issue.
Make sure that you have wake up on LAN in BIOS and Windows disabled and you should also disconnect the LAN cable and other cables.
Check this and try also to update the BIOS.

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