1.If you have Norton/Symantec,uninstall it,and get a sensible AV/Firewall
2.Go to Start/Run/type:
msconfig loook for the Start up tab,and then uncheck everything except Firewall.
Then restart and try shutdown again.
3.Uninstall the program you most recently installed.
4.If you have a suitable System Restore point,try that.
5.Make Windows kill processes instantly :
Click on Start/Run.
In the Run text box, type
regedit and then click OK.
In the Registry Editor, navigate the following branch-
HKEY_USERS\Default\Control Panel\Desktop
On the right panel , search for
AutoEndTasks registry key.
Double click on the key and modify the Value data to 1.
Click on OK when done.
Restart the Windows, the change will be effective.
Warning: Modifying the Windows registry may cause your computer to stop functioning. Backup and handle with care.
To undo the changes, just change back the Value data of the Registry key to 0.
More
http://www.mydigitallife.info/2006/06/19/force-close-stopped-responding-programs-frozen-processes/