I would remove Iolo products...(all of them)...and go with the XP firewall for a few hours which include attempted shutdowns.
If they disappear, the culprit has been found.
The reason I suggest removing all Iolo products
...IMO, they offer nothing that a user truly needs with XP. There are free counterparts to everything of value which Iolo offers...and every product does not possess value, IMO.
I would also suggest doing two things after removing their products:
Run the chkdsk /r command (Start/Run...type chkdsk /r (space between k and /) and hit Enter. Type Y in response to onscreen window and hit Enter. Reboot the system.)
Run the sfc /scannow command to replace any missing/damaged system files...following the instructions at How To Use Sfc.exe To Repair System Files - http://www.bleepingcomputer.com/forums/t/43051/how-to-use-sfcexe-to-repair-system-files/