It is surprising how many people do not know how to properly shut down a windows computer. Some people pull the plug, some people shut off the computer by pushing the power button, and some people unplug the router, are among a few ways I have seen it done.
If you shut down the computer improperly, a loss of data could result from leaving open applications running, or worse, corrupted operating system files.
The proper way to shut down your computer is by clicking the START button> and choosing Turn Off Your Computer in Windows XP.
See the attached link for Advanced troubleshooting for shutdown problems in Windows XP.
http://support.microsoft.com/kb/308029