Press and hold the power on/off button until it shuts down (takes 4 to 5 seconds).
Thanks man! But I was wondering if there was a different way because I've had to do the same thing other times and was wondering if there was some other way. If not I guess I'll just have to do that! Thanks for your help.
It's not the ideal or proper way to shut down as you know, but at least it's not hanging before the "Windows is shutting down" message appears, so it won't harm Windows or trigger an automatic scan for errors next time you boot up.
I've usually traced that particular problem down to a corrupt, incompatible or badly written third-party driver that won't unload so that Windows can shut down properly. Could also be a third-party application that includes proprietary drivers such as a firewall, antivirus or cd-burning software which isn't entirely compatible with your windows version.