No, this is certainly not normal.
I would have a lookie in event viewer, I think you may have a moderately serious problem.
Its likely that some driver is causing this, but its also likely that some service is not shutting down properly.
I have Windows 2003 Server installed on my server at home, with numerous installated services, and do not have this problem. But I have experienced these types of problems before with Windows 2000 Server, Windows NT server, etc.