windows shut down?

my computer takes a long time to shut down

there is a red light in front of my CPU
and it lights UP when my computer is BUSY

when i shut down, it will show
Logging Off > Saving your Settings Windows is Shutting Down

when the Windows is Shutting Down screen appears, the red light lights UP FOR FEW SECONDS, then it will go off...

then about 10~20 seconds later, it lights up for about 3 seconds and the PC shuts down...

so... the whole shut down process is AS LONG AS starting up the PC !

is there a way to make my shut down faster?

my specs are :
2.8 ghz
pentium 4 Windows Xp pro
512 mb ram