I've been having this problem for quite some time, and tried about everything I could find on the internet, but nothing has worked.
This is the case: Whenever I try to turn off my computer, or log off to go into another account, Windows shows the blue screen with the logo, but where it's supposed to say "Windows is shutting off" or "Saving your preferences" or whatever, it's empty. It hangs there, and the only thing I can do is shut it off manually by pressing the power off button.
First I thought it had something to do with DirectCD, which is a major cause of shut down problems, but deinstalling it didn't help at all.
Another weird thing is, that it doesn't always do it, just very frequently, which makes me suspect it's caused by a program I start up myself, but I can't think of any that would cause this sort of behaviour.
I would be very gratefull if anyone had any sort of suggestion! This thing bothers me immensly...