When you shutdown and NT 4.0 Terminal Server, running SP4/SP5, it may reboot after 15 minutes.
The problem is that the system default screen saver time-out is being interpretted, by shutdown, as a request to restart.
You can either turn off the system default screen saver or alter it's time-out.
Use Regedt32 to navigate to:
Either set ScreenSaveActive to 0 or enter a different time, in seconds, into ScreenSaveTimeOut.