I don't know anything about Napster but a general way of speeding up the closing of WinXP is to modify a registry key :-
Go to Start, Run, type regedit and navigate to registry key
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet and click on the Control folder. Look for WaitToKillServiceTimeout, right click it and choose Modify. Change it to something less, say, 1000.
Create a system restore point first just in case you have 'finger' problems.