The good news...that error message is pretty familiar to many of us. The bad news...it's not easy to figure out just what the problem is and overcome it
. Patience will be required.
This is probably going to be a step in trying to determine what is wrong and what is right: http://www.technibble.com/how-to-diagnose-bad-ram/
And...these errors can also be indicative of driver problems, with the problem being the determination of what driver.
Since you say this is an issue occurring at shutdown...this is worth knowing.REBOOT INSTEAD OF SHUTDOWN
Most Win XP shutdown problems reported thus far have been that it reboots when shutdown is attempted. This may be a global symptom emerging from several distinct causes, because, by default, XP executes an automatic restart in the event of a system failure. Therefore, more or less anything compromising the operating system during the shutdown process could force this reboot.
Disabling the “restart on system failure” feature may permit the exact cause to be isolated: Right-click on My Computer, click Properties, click the Advanced tab. Under “Startup & Recovery,” click Settings. Under “System Failure,” uncheck the box in front of “Automatically restart.”
Hopefully, doing that will facilitate the generation of an error message that is more specific to a particular application or event. If so, this message will appear in Event Viewer.
How To Use Event Viewer - http://www.bleepingcomputer.com/forums/t/40108/how-to-use-event-viewer/
The Event Viewer will become very important for any user who hopes to have any clues at all when things go wrong with the system, IMO.