I may have missed something but How are you shutting down, If in windows vista you hit the power button that is brought up by selecting start menu, that puts computer to sleep I believe in it's default state, and that would explain your starting up directly at windows, see If you computer is in vista and does'nt display the pre-screens before windows actually loads, the one that looks like a status line constantly moving left to right followed by the windows symbol that has rays coming from around it like the sun, then It's probably just asleep and the bios somehow accidently resets cpu voltage to default, explaining your problems.
Try this go to control panel - power options, then select performance. from there you can select advanced I believe and set everything to stay on and not got to sleep, except for monitor you can safely let that sleep it has nothing to do with cpu voltage or anything else.