Restore on AC/Power Loss

I have several new Dimension 2400, and all of them have the same problem.
The BIOS option "Restore on AC/Power Loss" is set to "Power On" (System powers on when power is restored).
With such option enabled, every time the AC power is enabled, the system should start booting.
But when I shutdown Windows in th proper way (Start, Shutdown, Shutdown), when the electric power returns, I must press the power button of the PC tower case in order to boot.
Is there a way to avoid this?
Bios Version: A05, SO: WinXP SP2.
Thanks in advance
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