computer won't 'cold start'...re-boots fine....help!

I have a really weird problem: If I turn off my comp, (Intel Pentium 4, CPU 1.60 GHz, XP Pro),
it does not want to boot up,all I hear is the fan starting over and over again and see the CD-Rom light blinking with it. Reboots fine once running, but i never know what I've done to get it going....can take hours....so I never turn it off anymore. .....Thing is....I have a DSL modem....and when the comp is off...it interferes with this modem......and turns the 'enet' light off on the modem.......any ideas would be greatly appreciated

Thanks