Hallo!
So, try to do in this way:
1) control panel->administration tool->Event Viewer and look at the errors if there are errors connected with shouting down
2) start->run->msconfig and startup. Remove items. Maybe any application block shouting down
3) start->run->HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon
DWORD "PowerdownAfterShutdown" = 1
4) turn on advanced power management
Good luck!
PS.
Sorry for my mistakes. I'm not english foreigner.