Been having this problem for a while and haven't been able to find what's causing it.  When shutting down the computer (start, turn off computer, turn off/or restart) It goes thru the motions till it gets to the last screen; Windows is Shutting Down; and just stays there.  The keyboard is off and the mouse pointer doesn't move but the mouse is lit up.  I have to use the power button and hold it about 10 seconds and it clicks off.  Shows no errors in the error log.   Have my start-up programs down to a mininum.   If I shut down or restart right after boot up it works like it should but if I use it for a while like get online, etc.  Then it does the don't turn off thing.   Any ideas, anyone???

 

edited to say:  Its a Dimension 3000 and XP service pack 2