It's quite normal for the process to take a while you know.
Parroting what everyone else has said: disable any apps that are loaded upon startup.
Check your pagefile/virtual memory settings too. Perhaps you have too much of an overflow into your HDD, which could be a reason why it takes so long for your OS to shut down?
AMD X2 4400+ Toledo 1MB/Asus A8N-SLI Deluxe/2GB Kingston HyperX/SLI Gigabyte 7800 GTX 256MB/Creative SB Audigy 2 ZS Plat w/ Creative Inspire 6.1 speakers /180GB Hitachi PATA/19\" AG Neovo F-419 LCD/OCZ PowerStream 600W PSU/WinXP Home SP2