Windows XP - Closing down problem

[Renold]

I am running with Windows XP.
Whenever I try to close down
after working on my computer,
I get the the following error message
in a grey box with a white cross on a red circle:

"THE APPLICATION FAILED TO INITIALIZE BECAUSE
THE WINDOWS STATION IS SHUTTING DOWN"

This sometimes comes up very quickly just before the system
shuts off.
I also get an error sound through my speakers
that leads me to believe that it is not closing down correctly,
and this this may be causing other problems.

I would really appreciate any assisstance with putting this right.
Thankyou

[slurpee55]

Doesn't it also mention the name of the specific program? Without knowing what is not shutting down properly, I can't say how anyone can help....

[Renold]

Thats the problem. I does not say anything about a specific program but seems to give this message each time i finish a session. I select > Turn Off Computer; > Turn Off;

It seems to take a while as if churning things around, I then get the message previously described prior to the computer shutting down.

[slurpee55]

Try hitting Ctrl+Alt+Delete to bring up the Windows Task Manager and click on the Processes tab. Then above that click on Shut Down and select Turn Off. The processes that are running will still show but will disappear as they close. Make a note of what is still running when you get the message (I assume you will.)

[Renold]

Try hitting Ctrl+Alt+Delete to bring up the Windows Task Manager and click on the Processes tab. Then above that click on Shut Down and select Turn Off. The processes that are running will still show but will disappear as they close. Make a note of what is still running when you get the message (I assume you will.)

I have closed down as you have suggested a number of times. There is a long list of processes, but the message still comes up very quickly and then everything closes down almost simultaneously giving no time to note in which order the processes close.