If an application does not respond during shutdown, XP will normally wait for a while to see if open applications shut down safely.
Use this hack to shut down straightaway and not wait for any response from the application.
Navigate to:
HCU\ Control Panel\ Desktop
And to:
HKEY_USERS\ .DEFAULT\ Control Panel\ Desktop

The first key is user-specific, and the second is system-wide. In both these locations, change the String value called AutoEndTasks to 1 to kill the application immediately, or 0 to prompt for user action. WaitToKillAppTimeout controls the default time, in milliseconds, before killing the application. Reduce this time to further speed up the process.