This usually happens if Windows is having trouble closing a program. The easiest way to avoid the problem is to close all programs before you close Windows.

If that does not help, you need to track down which program is causing the problem.

If you are running Windows 95, remove all shortcuts from your StartUp folder.

If you are working with 98/ME/XP, uncheck all the programs listed in StartUp in the System Configuration Utility (you get to the utility by opening Start/Run and typing "msconfig" without the quotes in the Run box and then clicking on OK).

Shut down the PC. Reboot. Shut down again.

Then add one program back, shut down, reboot and shut down again.

If Windows shuts down as it should, add a program back to StartUp and repeat the shutdown, reboot, shutdown routine. Do that until you have pinpointed the errant program and reinstall it. If you are running a screen saver, consider it also to be a prime suspect.

Your Advanced Power Management, or APM, utility has decided to take leave of its senses.

Disable it, both in your BIOS file and in Windows.

That little sound riff that accompanies the shutdown is hitting a sour note.

Go to Control Panel and click on the Sounds icon to open the Property dialog box.

Scroll down in the Events box until you see Exit Windows. Change the sound settings to None.

Your TEMP folders are bulging at the seams.

If the C:\Windows\TEMP folder gets overloaded, all sorts of bizarre events can ensue. Clean it out. While you are at it, clean out your Temporary Internet Files folder as well.

Updating XP with the latest Service Pack may also cure the shutdown failure.

However, it is also possible that Advanced Power Management, or APM, is getting in the way of the shutdown routine.

APM may not be enabled in your XP configurations, but it may be turned on in your BIOS, a memory-resident program that controls how your PC sets itself up.

Microsoft recommends that you go to the Control Panel, click on “Performance and Maintenance,” and choose Power Options.

Click on the APM tab and click on Enable Advanced Power Management Support.

Personally, I don’t like automatic power management on desktops because it can cause all sorts of bizarre behavior. I would leave Advanced Power Management disabled in Windows and turn it off in the BIOS.

Consult your PCs manual to determine how to enter BIOS’ Setup file. Sometimes, as the PC boots, you can see a message on the screen that tells you which key to press to enter Setup. Press it before the screen welcoming you to Windows appears.

Once in Setup, look through the various sections until you find the option for controlling power management. Choose to turn it off.

For guidance on other XP shutdown problems, consult article 308029 in the Microsoft Knowledge Base. Use the article number as a search term at the support site below. Good information is also available at the aumha.org site.