During shutdown of Windows XP computer, it may take more time to complete shutdown process. Slow shutdowns are caused many factors. One of the common cause is the Clear Pagefile at Shutdown option enabled.
Using Group Policy Editor
Click Start, Run and type "Secpol.msc"
Click Local Policies | Security Options
In the right-pane, set Shutdown: Clear virtual memory pagefile to Disabled
However, this setting is not the only cause for slow shutdowns. Non-responsive programs and Services also contribute to slow shutdowns.
If the problem is seen recently after installing a third-party driver or software, try a System Restore to see if that resolves the slow shutdown problem.
How to restore Windows XP to previous stage: