When a user shuts down Windows XP, first the system has to kill all services currently running. Every once in a while the service does not shut down instantly and windows give it a change to shut down on its own before it kills it. This amount of time that windows wait is stored in the system registry. If you modify this setting, then windows will kill the service earlier. To modify the setting, follow the directions below:
Click on Start, and then goto run, type REGEDIT
Navigate to HKEY_LOCAL_MACHINE/SYSTEM/CurrentControlSet/Control.
Click on the "Control" Folder.
Select "WaitToKillServiceTimeout"
Right click on it and select Modify. Set it a value lower than 4000