|Download and install MS UPH Clean from here (the msi file).|
That should automatically close any program that is hanging in future but, unfortunately, it is unlikely to tell you which one it is. It's useful to have onboard anyway and uses minimal resources.
Note that this is ubsuitable for XP 64 bit but as you didn't say I just had to assume yours was 32 bit.
Please come back and let us know how you got on.