can't pinpoint the issue with shut down

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I recently built a new computer and had some trouble concerning BSODs because of faulty RAM. However, now I've replaced the RAM and the system runs smoothly. The problem is even though the computer recognizes the RAM sticks(512MB and 128MB), when I try to shut down the computer it shows the hour glass and takes a while before it will give me the shut down menu screen. The happens at random times because sometimes it will shut down without delay, but when it starts to show that hourglass, I know its going to at least take 5-6 minutes before the menu appears. I'm running Xp Home edition SP2, the RAM sizes stated above, 1.8GHz AMD processor, and I've checked for updates on the drivers but everything is up to date. Any idea what could be going on? Oh, and one last thing is that if it starts to show the hourglass and take a while, I can go to task manager and shut down the computer without a problem. Any help would be appreciated.
 
first troubleshooting step is to take out the 128mb stick of ram and see if it stabilize.

run memtest again, faq how-to below in my signature if you don't know how.

Do you have any AV software that automaticaly scans at bootup/shutdown like norton, avast etc? try disabling it temporarily
 
Turn off "Automatically Restart" in System, Advanced, startup and recovery. This will make the error more readable
 
quit all programs before you ask for shutdown. sometimes a program will hang
on an open network connection.
 
I'll try to remove the 128 and see how things go. I've put AVG, Zonealarm firewall, and spybot on the computer for basic protection and I don't know if they scan at boot up or shutdown but I'll look.
 
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