WARNING! In modern Windows, this behavior is reversed! (Gee, thanks,
Microsoft.) Issuing a shutdown saves what you were doing - including the
contents of memory - so everything is how it was when you start up again;
thus a modern cold restart is the equivalent of a "ye olde" warm restart.
(There is a setting to disable this "feature", but it's this way by
default.) But issuing a restart command exits the OS without saving memory
contents, and modern hardware will zero the memory before booting up again -
so a warm restart is the equivalent of a "ye olde" cold start!