One of the most common causes of long waits to shutdown is that XP by default will wait 20 seconds for an application to shut down! You can decrease this time to decrease total shutdown time. Go to Start -> Run -> regedt32, find HKEY_CURRENT_USER\Control Panel\Desktop, change the value of “WaitToKillAppTimeout” to what you wish (in milliseconds), press “OK,” and exit the editor. I set it to 5000 ms usually because that is just enough time for me to save any documents that I forgot to save before the shut down.