If it is hanging at the close-down window, open Task manager to see if there is a program running in the background. This may not be responding and cause your problem. So in a sense it will be that program and not windows itself that is refusing to let go. For example, does your internet connection log off OK? j.
if it is "hanging" at "saving your settings" click start>type regedit>click on Hkey_local_machine/system current controllers/control .Click on the "control" folder>select"wait to keep service time out">right click on it>select "modify.Set it to a value less than 2000 say a 1000 at least as a test