Why does my computer sometimes recognize new hardware when I turn it on soon after the purchase or re-setup?

Why does my computer sometimes recognize new hardware when I turn it on soon after the purchase or re-setup?
or
When I turn on my computer for the very first time right after the purchase (in the default state) or reset the system with the Recovery CD-ROM, the following message appears immediately after the appearance of the Windows Me logo. Why is that so?

(Message)
"To finish setting up your new hardware, you must re-start your computer. Do you want to re-start your computer now?"

This symptom is due to the specifications of VAIO computers that are equipped with i.LINK.

When the message appears at startup, it is mandatory that you click on the [Yes] button to re-start the system. Otherwise, some hardware functions will not be available. When the system re-starts, the Windows Me logo appears and "Welcome to Microsoft Windows" is displayed after a while. (Note: Some models display "User information") Continue to set up Windows Me.