Its probably a startup process causing this (it happened to my win2K machine with Copernic Desktop).
Download MSCONFIG from here:
http://pctherapy.ca/opiate/msconfig.exeSave it in your WINNT directory.
- Now just power down your PC (hold the power button for 5 seconds).
- Get into SafeMode:
http://www.pchell.com/support/safemode.shtml-- Start - Run - type "msconfig" and press Enter.
-- Click the Startup tab, and then click "Disable All".
-- Click the Services tab, check "hide all microsoft services", and then uncheck the remaining entries.
Apply - Close - and have it reboot.
Now back in Normal mode, try to shutdown the correct way. If it works with no problems, then run MSCONFIG, and start rechecking items one-by-one (with reboots) until you find the culprit.
Also, i would advise keeping your startup programs and services at a bare minimum (ie. Antivirus software is all I have running at startup) - this will improve the startup/shutdown and overall performance of your PC.