This is interesting. Do you get a bluescreen when your system shuts down? Does it actually shut down or restart?
Usually restart happens when there is a driver crash (drivers run on ring 0 or ring 1 - while everything is in the recoverable ring 3 zone). If you get a bluescreen you may actually get the name of the faulting component (usually a .sys file).
As this says you are only having problems when the anti-malware stuff is installed, it may be interfering with drivers (gameguard kicks off a driver file and some anti-malware suites use driver-level components as well). The only thing I can think of for you is to add the entire Rohan client directory into your antivirus exceptions (some just let you provide the directory and and they will ignore everything in it).