When installing programs you often get told in the end of the installation that it will have to reboot, which will lead to it booting from scratch. Instead choose "No" to the question about rebooting, and press the Start Button, and select "Shutdown...", and choose to "Restart Windows", and while holding the Shift-key down press "Ok".

Related Quick shutdown in Windows 98

More Info MS KB143272
More Info MS KB186925

Note one can also create an icon that will reboot the machine when clicked. Make a shortcut with this target command line: More Info MS KB193624
More Info MS KB234216