Under Windows 98, Me, or 2000 there was an option in the shutdown dialog box to enter the computer into hibernation (where all the content of the RAM is copied to the hard disk). The shutdown dialog box of Windows XP doesn't offer any longer the hibernation button. Some users may get confused about how to enable the hibernation mode. If this mode is supported by your motherboard (ACPI) you have to do the following:

Click Start and Shut Down,

Point the standby button and maintain the shift key pushed,

A new hibernation button appears: click it while still holding the shift key: voila your PC will hibernate.