There may be other computer(s) on your network that have an open file on your computer. The easiest way to troubleshoot this would be to shut down all other computers on the network, then try to shut your computer off.
If there are no other computers on your network, you may have a process running (it could have stopped responding) that has an open file. Check task manager to see if common applications like firefox, chrome, internet explorer, word, excel, etc...are running.