I have a really weird issue on a Dell Inspiron Mini on XP. When I press shut down, the screen hangs on 'Windows Is Shutting Down...'. I have tried disabling BTMeter on the start up options which I was told would help, but, it doesn't.
I've had this problem on my xp machine. The problem was my antivirus downloading updates which stopped the computer shutting off.
Another problem might be a windows error. You can try and fix this by using the recovery disc if you have one for xp?
There are a lot of problems that this could be unfortunately, a virus could be messing around with your pc, run a full system scan and see if that works.
My eventual fix was to reinstall xp completely and leave it at that...