Many possible reasons. Try to remember the last change you made (install some new hardware, maybe?) before it started. This might help finding the cause.
More in http://www.aumha.org/win4/a/shutdown.htm. Only you can research what's applicable in your case.
Hope this helps.
My OP is Windows 98. When I am trying to shut down my computer it freezes and I have to restart it with ctr +alt +del. What is the reason? Please help me,