Based on product specification, the board you have does come with nFORCE 3 Ultra chipset, not nFORCE 3 250 chipset. We have confirmed this symptom with nVIDIA. This is because nFORCE 3 250 series chipsets use the same device ID and cause wrong H/W detection report.
For 965P-DQ6、965P-DS4、965P-DS3、965P-S3 motherboard, if the memory setting is not the chipset spec of 800/ 667/533 MHz in the BIOS setting during system installation, then the system will re-write the initial motherboard parameter when the first boot after BIOS seeting. After the re-write is done, the system will reboot. The shutdown and reboot after the first power on is normal situation.