Have a look in the Event Viewer
for any errors at the time you shut down.
To open the Event Viewer go to Start
> Control Panel
> Administrative Tools
> Event Viewer
. Alternately, go to Start
and type in "eventvwr.msc" (without the quotes) and press Enter.
Check in all the categories (Application, Security, System and Internet Explorer).
If you find an error that occurred at shut down
right-click on it and select properties. Copy the information in the window and post it back here. This will help us diagnose your problem.How To Use the Event Viewer