If I have been on the internet for a lengthy time, my Vista laptop takes absolutely ages to shut down. Firstly after selecting shut down, nothing happens to the desktop. Its as if shut down hasnt worked. Then after a while, the screen changes to 'Logging off' - which takes a long time. Then eventually it changes to 'Shutting Down' which takes a long time.

I only have this problem if Ive been on the internet for a long time. If im only on for a short while, shut down is spot on.

I did try selecting Task Manager to see what was running in the background, because while all this is happening, my little hard drive light is flicking like mad, but I found nothing in the Task Manager. I thought that IE hadnt closed down correctly, but it wasnt listed in Task Manager.

I run Malwarebytes and Superantispyware regularly and have AVG antivirus free and Zone Alarm free

The comment about the length of time you've used IE influencing the Shut Down time indicates one thing you could try:
After a long session on IE and before you close IE to shut down go to Internet Options and delete Temporary Internet Files etc and see if that changes the pattern of shutting down.

Also PC could be completing a task before shutting - note that if you didn't select "Show processes from all users" (at the bottom of the Processes screen in Task Manager) you won't see every process that's running.

Check how many Services you have running - see the following site re services you really need:
http://www.blackviper.com/WinVista/servicecfg.htm