This tweak reduces the time XP waits before automatically closing any running programs when you give it the command to shutdown. Go to Start then select Run, now Type 'Regedit' and click ok and look for
Select 'WaitToKillAppTimeout' Right click and select 'Modify'
Change the value to '1000' and click 'OK', Now select 'HungAppTimeout' Right click and select 'Modify' and change the value to '1000' Click 'OK'
Now shutdown your system, its faster now right?