If you are using Remote Desktop quite a lot, you may need to restart your XP machine remotely, but there is no option to restart or shutdown the machine. The only options available are Log Off and Disconnect.
To restart or to reboot XP machines remotely, use ‘shutdown’ command from the command console.
Run cmd.exe, and type ‘shutdown -r -t 0’ to restart the machine.
Windows XP, Tips and Tricks