Windows normally has a fast-boot modus, which means that when you reboot or shutdown, Windows is booting faster the next time by bypassing some initialization... This is bad when e.g. when you want to enter BIOS mode, and Windows keeps booting up so fast that you cannot enter the BIOS mode with the BIOS key shortcuts. To make a real reboot, do this:

 

shutdown /s /f /t 0

The same can be done when you choose the Start Menu -> Restart and hold down the SHIFT key while clicking on Restart (! SHIFT key does not work with Shutdown, only with Restart !). What happens then is that instead of a Restart, Windows closes everything (I suppose all processes and services are stopped) and displays a screen where you can decide what to do: