If you want the Hibernate option to appear in the Turn off computer dialog (right now there will be only 3 options if your power settings are setup properly, standby, turn off, and restart), and want the 4th button to be always visible, instead of having to press the shift key when the dialog box appears to cause standby to change to hibernate, you can follow the steps below. Please make sure that you have Windows XP Service Pack 2 or higher installed for this to work. Otherwise please read the courtesy link at the bottom.
To cause the Hibernate button to appear when you click Turn Off Computer, follow these steps:
1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows
3. If you do not have a System sub menu, right-click Windows, point to New, and then click Key. otherwise skip to step 5.
4. In the New Key #1 box, type System, and then press ENTER.
5. Right-click System, point to New, and then click Key.
6. In the New Key #1 box, type Shutdown, and then press ENTER.
7. On the Edit menu, point to New, and then click DWORD Value.
8. In the New Value # 1 box, type ShowHibernateButton, and then press ENTER.
9. Right-click ShowHibernateButton, and then click Modify.
10. In the Value data box, type 1, leave the default Hexadecimal option selected, and then click OK.
11. Quit Registry Editor.
Courtesy of http://support.microsoft.com/default.aspx?scid=kb;en-us;893056