I've tried this with:
Mandrake 10.0 and 10.1
Fedora Core 2

Every time I reboot Linux and select to load Windows in my boot menu, when Windows XP loads it can't detect the screen.
If instead of rebooting and just letting Windows load, I shut Linux down and then disconnect the power to the computer and screen, then Windows will detect the screen properly.
It seems like Linux does something to the screen when it's shuting down which prevents windows from detecting it.

My system:
P4 3.2GHz (Northwood)
Asus P4P800 (bios 1018)
1GB RAM (2 x 512MB)
Adaptec 39160 controller
Seagate Cheetah 15k.3 73GB
ATI Radeon 9200SE
LG F900P screen

Resolution is set to: 1280x1024x24bitx85Hz

I tried installing the latest ATI driver, but it's still the same.

Seems like it's a pure Linux/screen interaction issue.

Anyone, any idea?

This sounds like your driver is not resetting the hardware properly when it shuts down.

If you don't use the text consoles, then you could try booting with vga=ask (enter the first option when prompted for the graphics mode), start up, reboot and see if that fixes the problem. If it does, then the problem lies in the framebuffer driver rather than the X windows driver.

You can disable the framebuffer by appending vga=ask or vga=code to your boot parameters. (code is the scan-code you get from vga=ask) The only real downside to this is that booting up won't look so pretty.

X communicates with the monitor to get valid frequency settings and uses dpms to switch it to other power modes. this works on newer monitors/vgacards. as rjlee allready mentioned here is a problem resetting the devices. to know which part is failing switch of the pc only (it's the vga) and later the monitor only (it's the monitor).

sl mritch.

Well, problem solved.
Seemed like the ATI driver (not the built in, but the one I've downloaded from ATI) wasn't installed properly.
Fixed that and everything is perfect now.
So it seems like the builtin ATI driver has some limitations (like communications with the screen) compared with the latest one from ATI.

Thanks guys.