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Wont switch off?

My desktop (W2000) suddenly will not switch off. When I click on 'shut down' the computer goes through the process of shuting down, disconnects keyboard etc, and ends up with the blue screen that used to be there for a second or two before final shut down. Now it stays there with the blank blue screen (overnight in one case). The only way to shut it down now is to press and hold the power button. The computer starts up normally next time. Everything else about the computer is fine, it works perfectly. Between it working and not there was no new hardware or software added.
Help.
Martin Forge, October 2009