So Your problem was a System a PC Power down.. not a windows shutting down problem..
That is.. the system woould just power OFF instantly.. Seems many of us have missedthe shutting down thing..
IF it is a clean Off situation.. happening anytime be it during the "Sony System Restore" or if useing a "Live CD" OS get the PSU checked..
If the system is OK with a "Live CD" or ok during a "Non Network" Installation.. Doing the complete installation with NO NETWORK CONNECTIONS..with no problems and is only happening when the network is connected.. and is a Shutdown WITH a warning.. You must be installing with XP SP1 or earlier.. Install SP2 before connecting to the net without a fire wall..
Seems we went off on our little paths without asking you to clarify what you meant by the shutdown..