*www.activewin.com/winxp/tips/shutdown/4.shtml
Also, you may have too many running programs or background processes, hence closing them takes time. You can cut down the unwanted things by using start->run "msconfig" The startup tab displays the programs that start in the background. You can cut them down to improve both the startup and shutdown time. Also, you can disable some services in the services tab, using *www.blackviper.com/WinXP/servicecfg.htm