|You might want to run a spyware/virus scan. Seems like some process is running that your system can't kill during the shutdown process.|
While you're at it, you also might want to check your startup environment and see if there's anything in there that shouldn't. Clean out your temp folders...
c:\documents and settings\<your account>\local settings\temp
c:\documents and settings\<your account>\local settings\temporary internet files\
...and install current patches & hotfixes.