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.
WindowsTEMP 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.