Did you recently or notice at the time do a "driver update" or change anything major to the system? It would help if you stated what you system is, etc.
good luck -----Willy 
When I click "shut down" everything seems to be shutting down, then the screent turns blue and the following message comes up in plain white text no dialogue box): "Windows Protection Error. System Halted. You must restart your computer." The only way to shut down at that point is to use the power button on the cpu. It boots up normally, works normally, and then does the same thing again when I try to shut down.
Any help would be appreciated.
Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic