Review this link:
Also make sure your PC is free of parasites, spyware and you are not running a P2P network such as Kazaa, Imesh etc.
Scan with Ad-Aware 6.0, SpyBot Search & Destroy, Stinger.exe. They can be downloaded free. Search for them on Google.
If this just started happening you can also try system restore back to when it worked.
My HP Pavilion N5425 notebook will not shut down when I click the start menu and click to shut down. It just does nothing, no error messages or anything. Can someone help? I am running windows xp operating system.