I have a very odd question, my friend told me they were able to make a video file play when they shut down their computer in Windows Xp. I've never heard of this being capable of doing and I'm wondering if there's any shred of proof to it in any of the Windows products. As far as I knew you can change the boot screen, but that was all. Thank you all for reading this post, and I hope you can help me do this, if it's all possible

You could create a batch file to use instead of the shut down button, and have the batch file run a video then perform a shutdown.