as long as you see the bit that says "Saving Your Setings" or anythign like that then after that point it is saf to shut down, its just the windows seems to have developed a small bug that it cant do it by itself, to try and fix this problem get your windows XP CD, go to start, click on RUN, type "cmd" when the command prompt opens type in "sfc.exe /scannow" exactly like that but without the quotes obviously. When it asks for it, pop your windows XP cd into your cd drive, it will go through all your system files and repair/replace one that are corrup or different to what they should be.
This may sort your problem out
dragon