Has everyone tried turning off the "automatic restart on system failure"? If your system is generating a BSOD on shutdown, it'll just restart itself to "prevent damage". In any case, to turn it off, go into the control panel.
Click on system and maintenence, or if you're using classic menu click on system.
In the task pane on the left click on Advanced system settings.
Go to the startup and Recovery tab and find the Automatically restart on system failure option, make sure that is unchecked.
Apply all the settings, then try shutting down again, if you get a blue screen, post what it says.
I'm having the same problems and this is the stop code I get on the bluescreen after turning off the auto-restart:
stop : 0x0000008E (0xc0000005, 0x828B0033, 0x8F571A74, 0x00000000)
Hope this tells you something coz I have no idea what it means