Sounds like an application is hanging at shutdown.
Like Soybean asked...What operating system are you using? If XP, go the Run command (Start / Run) type msconfig / go to the Startup tab and deselect everything / choose OK / reboot.
If may hang, do as Soybean suggests to shut down.
Start the computer, let it completely boot, then when it's finshed, reboot. If it DOESN'T hang then one of the applications that's running is causing the problem. You'll then have to go back one at a time and turn on each one to see who the culprit is.
Alan <><