and Welcome! to Geeks-to-Go.
If you find that you simply must
hold down the power button to shutdown the computer, please
use the "Last Known Good Configuration" option from the F8
screen for the very next boot.
Improper shutdown can result in corruption of XP's proper function.
"Last known Good..." returns the system to its prior (undamaged) state.
Shutdown issues can be widely various. Here is a link to a 'Shutdown Troubleshooting Guide': http://www.aumha.org.../a/shtdwnxp.php
One of the primary reasons for a severely long shutdown is having the system clear the page file at shutdown.
To check, open Regedit and navigate to:HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management
In the right hand panel there may be an entry called "ClearPageFileAtShutdown"
If the value is '1' the page file is being cleared. If it is '0' (zero), it is not.
As a workaround to the entire situation, I suggest simply creating a new shortcut for shutdown.
Right click an open space of ther Desktop and select New> Shortcut.
In the box that says "Type the location...." paste this: %windir%\System32\shutdown.exe -s -f -t 00
If it works for you, add it to the Quick Launch bar to provide a one-click shutdown button.
(I used the red "off' icon for the shortcut.)
Let us know how it works, OK?