Strangely enough : yes, that is normal. It is even good.
Let me first point at this topic :
How I tweaked my Vista virtually dead which you mat have seen aleady. When you have performed everything in there (you can stick with the first dozen or so posts by myself, and the remainder is merely finetuning of other stuff not related to this subject) ... you will see that it doesn't happen anymore, or at least doesn't happen as often anymore. So what is going on ?
XXHighEnd (or actually XXEngine3) is surging so much resources to itself, that Windows Services don't get them anymore, and shut down. Now, the fun is, that these are the exact services you don't need for audio playback. A first will be the printer spooler.
What it all comes down to, is when you shut down those sevrices yourself, you won't see the messages anymore, obviously.
I must emphasize that even after performing the things in the link I referred to, there are still some left, because the ovjective of that topic was quite another : eliminate unnecessary disk I/O (and not eliminate all irrelevant services).
To capture all that may shut down automatically is a matter of finding out which they are, which is not always the most easy. But when time permits I'll find them. Also note that I don't have the approach of shutting all down except for what you may need, so, I work the other way around : shut everything down which bothers (theoretically). And this is certainly not all.
Btw and for fun, a few of them are shut down dynamically by XXHighEnd, but you have to tell first that you want that (Settings Area). Now, leave that on, and you will find that within a few hours (or even minutes) Vista does it for you (this is about Aero and all).
Lastly, I said "it is good" because everything which shuts down automatically, improves sound quality when not active. So, a nice dynamic feature by itself, but I don't think the creators of Vista are aware of this.
Peter