After installing Win XP Professional, The problem during shutdown, I get the message "Windows is shutting down" and it doesn't power down. The FIX for me was... In Win XP Professional, the Group Policy Editor has a security option to clear the pagefile at system shutdown. The same setting also forces the hibernation file to be wiped at shutdown. These processes take long enough that users may think that shutdown has hung.

To change the setting, click Start | Run, type GPEDIT.MSC, click OK. Drill down to Computer Configuration | Windows Settings | Security Settings | Local Policies | Security Options. In the right pane, find “Shutdown: Clear virtual memory pagefile.” Click on "Properties" then change to "Enabled." NOTE: Since someone actually has to have set this policy. Thanks Graeme J.W. Smith