I thought there was something wrong with my DFI-965S Infinity motherboard but found this post over at "The Tech Repository"
Question: My board always cycles off and back on right after I try to cold boot, is something wrong?
Answer: Contrary to what you may believe, no! You're board is performing as expected. This feature is somewhat by design, more of a result of Intel chipset performance. At initial cold boot, BIOS initially programs the board for default settings, to include memory strap, Northbridge (MCH) strap, and any other strap-associated timings (Example: MCH-ODT Delay when set to Auto). After POSTing the BIOS then programs any changes to these settings, as well as overclock values. Since straps can only be latched once without cycling the board, there must be a hard power-cycle in order to program new values. Next POST is then at the overclocked settings and straps. These same settings retain their values at soft-reset, which is why this functionality is seen only during a cold boot.