Reader Todd says that every time he shuts down his Windows XP-powered desktop, it "hangs" on the shutdown screen, forcing him to hold down the power button until the machine actually turns off.
Sorry, Todd: I can't help you. Truth be told, my Windows 7 system has the same problem, though it happens only sporadically, not every time. I've searched high and low for a solution, and there doesn't seem to be one.
For me, at least. For you, I recommend perusing the Windows XP Shutdown & Restart Troubleshooting page, which is chock full of common shutdown-related issues and potential solutions.
So many, in fact, that you'll understand why I don't have an easy answer for you: there are just too many variables, too many possibilities. It could be a hardware issue, a rogue app, a glitchy driver, and on and on.
But this page is pretty comprehensive, so at the very least it should give you some remedies to try. Good luck!