For XP Pro, rundll32.exe should not be running as a process or a service that needs to be "shut down" when you are shutting down your PC. You have a virus or a data miner that is disguising itself as rundll32.exe.
Follow the instructions under Windows XP on this page:
Look under the command column....you should see a path for C:\WINDOWS\SYSTEM32\rundll32.exe or something like that...
Can you please post what you see here. You will most likely be unchecking it but I want to make sure that you are unchecking the right thing.