Just installed a USB US Robotic 9000 Modem and all works well once connected.

When I try to shut down the system it reboots as if I was clicking on restart the system. The only way to shut down the PC is to disable the modem from Control Panel / System first.
Operating system is Windows XP

This is the first time I am having this kind of problem. Any idea, please.

Did you try updating the dsl drivers?

I tried also the latest drivers downloaded from the official site but the result is the same.