Thanks for everyone! Without your help, I wouldn't finally find the problem:
The mother board has 3 sata controller: ich10r, gbyte, marvel. The driver of gbye sata controller from the windows 7 has the problem. After I disable this driver, I can shutdown the computer. Then I installed the driver from the gigbyte and enable the driver. Everything is OK.
My windows 7 is running great without any problem. Now in the device manager, it shows 2 "gigbyte gbb36x controller". Is that normal?