May be your registry is all jam packed.For that you need a registry cleaner.
If it does not help then it is better not to use any software for the purpose, rather search in google "XP trick/windows tricks/vista tricks+faster shut down".that way you may get info about how windows shuts down and what to modify manually(may it be in group policy or the registry etc.) to solve the problem.
Pardon me if I my instructions don't help.
Navid Mostafiz, September 2008