this seems to be a fairly common problem with XP stalling during startup, shut-down or somtimes both.
Maybe SP2 will solve it?
i have two USb BB modems. One causes the PC to stall during start up AND shutdown (and fails to work 1/2 the time too) the other causes the PC to freze during shut down. I have yet to find a solution. SO i just leave the PC turned on 24/7.