First, Tigerdirect.com.......blahhhh. I just bought from there and will never do it again. If you are interested in my problem with them, email me and I will send you my 1 page letter to the editor.
Now to you problem...This happens on my win98se machine too. is this a fresh install of windows? I find that this happens quite often to installs that have been around awhile and have had lots of drivers installed. One way I have found around it is to "restart in msdos mode" and shut down from there. not exactly a perfect solution, but it works.