Restarting Windows Without Restarting Your PC

A modern PC with Vista Home Edition takes about one and a half minutes to boot. An older machine with XP is about the same. That’s 30 seconds for the PC itself (the BIOS) to boot up, plus a minute for the Windows operating system to boot. Sometimes, you need to reboot Windows (e.g. when installing new software), but there is no need to restart BIOS, too. However, the default is to reboot both. (That’s called doing a “cold boot,” rather than a “warm boot.”) There’s a trick that works on both XP and Vista to get it to do a warm boot instead, thus saving you 30 seconds per cycle.
The trick is to hold down the SHIFT key when invoking the restart.
Select Start. Select “Shut Down…”. Change the drop-down combo box under “What do you want the computer to do?” to “Restart”. Hold down the SHIFT key while clicking on the “OK” button.

Source: www.masternewmedia.org