Dkozloski said it all. Good one. Make sure you have no "real programs" open. Like Outlook, IE, Access, etc. When I hit "shut down" the only things open are Via Hware monitor and Norton AV. No probs. Takes about 20 seconds for me to shut down.
ps
AND, UNLIKE Win98, when I power back up, everything is EXACTLY how I left it! :Q What a concept!