Why a quicker shutdown?

When I do the typical shutdown from the start menu it takes forever before it finally goes. I'm assuming this is because all gazzillion drivers and bg programs have to de-initilize. But, when I push the power button on top of the keyboard it goes all most instantly. I'm assuming this is because all it does is set some basic safe guards (like suspending all I/O opperations), and then just terminates the memory. Of course, this is just a theory so I wouldn't be surprised to find out otherwise. Do you know why the computer shuts down so much quicker by the button than it does by the start menu?

One suggestion I can think of off the top of my head that will greatly increase shutdown time is clearing your page file (though I'm not sure if this would explain any differences between button and soft shutdown times):
Find the key "HKLM\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management"
and make sure the DWORD "ClearPageFileAtShutdown" is set to 0. Clearing the page file can slow down shutdown times and can be turned off safely (it should be off by default anyways though).

Here's some misc info on start-up/shutdown times, mostly start-up times, but it might give you some insight into exactly what evilness XP is loading onto your system:
Fast System Startup for PCs running Windows
it a long... long read

Probably, one is shutting down, the other is just suspending or hibernating (not a true shut down).

The keyboard button says "Shut Down", and the computer does not resume when I turn it back on, it starts up like any start up.

Actually, it's not the computer I'm on now, the one I'm talking about has 2000 not XP on it.