There are a couple of values in registry in Windows XP  which determine how long to wait before shutting down open applications and services once the shutdown command has been given.
If they are changed to lower values, you can reduce the amount of time needed for Windows XP to successfully shut down.

• The first part of this tweak related with setting the amount of time Windows will take to kill open applications on shutdown.

Open REGEDIT and navigate to ‘HKEY_CURRENT_USER\Control Panel\Desktop\’
Highlight the ‘WaitToKillAppTimeout’ value.
Set it to ’1000′.
Now highlight the ‘HungAppTimeout’ value
Set it to ’1000′ also.

• The second part of this tip changes the same settings, this time for all users on the system.

Open REGEDIT and navigate to ‘HKEY_USERS\.DEFAULT\Control
Panel\Desktop’
Highlight the ‘WaitToKillAppTimeout’ value.
Set it to ’1000′.
Now highlight the ‘HungAppTimeout’ value.
Set it to ’1000′ also.

• In the third part of this tip, we will alter a second registry setting to decrease the amount of time Windows XP will wait before shutting down active services after receiving a shut down command.

Open REGEDIT and navigate to
‘HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\’
Highlight the value ‘WaitToKillServiceTimeout’
Change this value to ’1000.’
This should help to considerably speed up the time Windows XP takes to shut itself down.

Kill tasks on shutdown automatically

By default, Windows XP will prompt the user for input if there are one or more applications which have crashed or are not responding and it receives a shut down command. This halts the shutdown process entirely until the user approves the stopping of the non-responsive app.
By altering the registry slightly, Windows XP can be set to close crashed applications automatically. While this does not technically speed up the shut down process, it does streamline it, and ensure that the user will not give the shutdown command then get up and leave, only to find the PC still powered on because Windows never received input on what to do with a hung application.
To allow Windows XP to close non-responsive applications automatically upon shutdown:

Open REGEDIT and navigate to ‘HKEY_CURRENT_USER\Control Panel\Desktop’
Highlight the value ‘AutoEndTasks.’
Change the value to ’1′
XP will now be able to close hung applications without user input during the shutdown process.