How are you shutting down Vista?
That may effect how it starts up.
If you click on the large round circle in the bottom left you get the main Windows menu.
In the bottom right of that menu is a small icon for a padlock. To the left of it is an icon with small circle, and to the right of the padlock is a small triangle.
If you turn your computer of EITHER by clicking on the small circle OR by clicking on the padlock that MAY be causing you problem.
To properly turn it off, select the small arrow to the right of the padlock and a small menu appears.
Options on that menu are Switch User, Logoff, Lock, Restart, Sleep, Shutdown.
For a PROPER shut down of Windows you need to select the Shutdown option.
If other options are selected (like Sleep or Lock) it may not do a proper shut down and that is why you are returned to the Lock option.