There is a registry fix that may solve this...
Start > Run > Type: Regedit > and go to Edit menu and clikc find from there in the box type: Waittokill > Once done it will find a string: waittokillapptimeout > right click it and click modify > Set to 500.
Click Edit menu again and go to find next > then: waittokillservicetimeout you can right click and select modify and set to 500.
Click the Red X to close the registry editor.
This makes XP shutdown faster,
You edit the registry at your own risk, I cannot accept responsibility for lost data or computer problems due to this tweak, but it works for me.