Try the Windows shutdown troubleshooter here:
http://aumha.org/win4/a/shutdown.htm
Then look for parasites at the site listed here:http://reviews.cnet.com/5208-6132-0.html?forumID=32&threadID=1313&start=0
Xp only shuts down correctly about a third of the time. I am forced to shut off the power supply.

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