I would say that It sounds like you are running win2k with either service pack 3 or if you installed this update
http://support.microsoft.com/default...b;en-us;329170
I have seen that one also slow down the shutdown of windows. I have heard that this is fixed with SP4 (haven't tried it yet). If you are running a different OS, let us know so that we can make a more informed "guess".